+17.3%
EW vs KVYO
-55.5%
+72.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.9% |
| 7D | -6.2% | -12.1% | +5.9% | -5.4% |
| 30D | -9.3% | -5.2% | -4.2% | -9.2% |
| 3M | -1.6% | +14.5% | -16.1% | -3.0% |
| 6M | -0.8% | -17.6% | +16.8% | -1.0% |
| YTD | -1.0% | -49.6% | +48.6% | +2.4% |
| 1Y | +8.2% | -48.6% | +56.7% | +11.3% |
| All | +17.3% | -55.5% | +72.7% | +15.8% |
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