+60.1%
DLR vs KVYO
-55.5%
+115.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.7% |
| 7D | +0.1% | -12.1% | +12.2% | +0.7% |
| 30D | -4.3% | -5.2% | +0.9% | -4.2% |
| 3M | +3.8% | +14.5% | -10.7% | +2.6% |
| 6M | +5.8% | -17.6% | +23.5% | +5.6% |
| YTD | +23.5% | -49.6% | +73.2% | +28.4% |
| 1Y | +11.1% | -48.6% | +59.6% | +14.7% |
| All | +60.1% | -55.5% | +115.6% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KVYO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling