+5.5%
EXC vs KVYO
-35.9%
+41.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.1% | +1.3% |
| 7D | +1.3% | +0.8% | +0.5% | +1.3% |
| 30D | -2.9% | +3.5% | -6.3% | -2.6% |
| 3M | -0.3% | +25.9% | -26.2% | +0.6% |
| 6M | -8.2% | +4.7% | -12.9% | -6.5% |
| YTD | +4.0% | -39.1% | +43.1% | +1.9% |
| All | +5.5% | -35.9% | +41.4% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling