+91.0%
DOCN vs KVYO
-23.8%
+114.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.7% | -7.9% | -4.4% |
| 7D | +19.1% | +6.9% | +12.2% | +18.6% |
| 30D | -21.0% | +30.1% | -51.1% | -22.2% |
| 3M | -34.7% | +15.1% | -49.9% | -35.3% |
| 6M | -45.8% | +55.4% | -101.2% | -49.3% |
| YTD | +79.4% | -31.8% | +111.2% | +95.5% |
| 1Y | +91.0% | -22.3% | +113.3% | +99.3% |
| All | +91.0% | -23.8% | +114.8% | +99.3% |
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