+10.4%
DT vs KVYO
-55.5%
+65.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -1.6% | -12.1% | +10.5% | +1.7% |
| 30D | +3.0% | -5.2% | +8.2% | +4.1% |
| 3M | +26.5% | +14.5% | +12.0% | +21.1% |
| 6M | +35.9% | -17.6% | +53.6% | +37.0% |
| YTD | +17.8% | -49.6% | +67.5% | +32.4% |
| 1Y | +4.1% | -48.6% | +52.6% | +15.4% |
| All | +10.4% | -55.5% | +65.9% | +19.5% |
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