+22.0%
DOCS vs KVYO
-56.1%
+78.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | -8.8% | -18.4% | +9.6% | -4.1% |
| 30D | -5.4% | -12.1% | +6.8% | -2.4% |
| 3M | +22.1% | +11.2% | +10.9% | +18.2% |
| 6M | -0.3% | -19.8% | +19.5% | +1.2% |
| YTD | -44.2% | -50.3% | +6.1% | -37.2% |
| 1Y | -64.2% | -48.3% | -15.9% | -60.4% |
| All | +22.0% | -56.1% | +78.1% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling