+450.7%
DOCN vs KVYO
-55.7%
+506.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.1% | +13.8% | +7.3% |
| 7D | +26.5% | -15.7% | +42.3% | +32.3% |
| 30D | +2.3% | -9.0% | +11.2% | +3.4% |
| 3M | -21.2% | +10.1% | -31.3% | -27.5% |
| 6M | +130.6% | -20.6% | +151.2% | +127.9% |
| YTD | +175.7% | -49.9% | +225.6% | +223.8% |
| 1Y | +286.6% | -49.4% | +336.0% | +346.8% |
| All | +450.7% | -55.7% | +506.5% | +525.7% |
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