+240.6%
DOCN vs KVYO
-35.9%
+276.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +4.1% |
| 7D | -10.1% | +0.8% | -10.9% | -10.2% |
| 30D | -15.1% | +3.5% | -18.6% | -15.7% |
| 3M | -37.0% | +25.9% | -63.0% | -40.0% |
| 6M | +97.5% | +4.7% | +92.8% | +86.6% |
| YTD | +127.3% | -39.1% | +166.5% | +150.3% |
| All | +240.6% | -35.9% | +276.5% | +265.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling