+64.6%
DOCS vs KVYO
-39.8%
+104.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.5% |
| 7D | +2.6% | +6.9% | -4.3% | +0.8% |
| 30D | +11.4% | +30.1% | -18.7% | +3.9% |
| 3M | +25.4% | +15.1% | +10.2% | +20.1% |
| 6M | +42.5% | +55.4% | -12.9% | +26.0% |
| YTD | -24.7% | -31.8% | +7.1% | -22.2% |
| 1Y | -32.9% | -22.3% | -10.6% | -32.8% |
| 3Y | +39.6% | -13.7% | +53.3% | +33.2% |
| All | +64.6% | -39.8% | +104.4% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling