+237.5%
DOCN vs KVYO
-13.7%
+251.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.7% | -7.9% | -5.1% |
| 7D | +19.1% | +6.9% | +12.2% | +17.1% |
| 30D | -21.0% | +30.1% | -51.1% | -26.4% |
| 3M | -34.7% | +15.1% | -49.9% | -38.0% |
| 6M | -45.8% | +55.4% | -101.2% | -54.9% |
| YTD | +79.4% | -31.8% | +111.2% | +92.2% |
| 1Y | +91.0% | -22.3% | +113.3% | +93.0% |
| 3Y | +237.5% | -13.7% | +251.1% | +231.2% |
| All | +237.5% | -13.7% | +251.1% | +231.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling