-9.0%
DPZ vs KVYO
-51.3%
+42.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.3% |
| 7D | -1.5% | -13.3% | +11.9% | -0.3% |
| 30D | -4.4% | +7.6% | -12.1% | -5.3% |
| 3M | +7.6% | +17.5% | -9.9% | +5.9% |
| 6M | -16.9% | -14.7% | -2.2% | -17.1% |
| YTD | -18.6% | -44.9% | +26.3% | -16.1% |
| 1Y | -26.7% | -46.1% | +19.5% | -24.5% |
| All | -9.0% | -51.3% | +42.3% | -7.6% |
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