+30.2%
FANG vs KVYO
-27.1%
+57.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | -15.6% | +2.8% | -18.4% | -15.6% |
| 30D | -2.9% | +19.0% | -21.9% | -2.9% |
| 3M | -5.1% | +23.8% | -28.9% | -5.1% |
| 6M | -7.3% | +31.0% | -38.2% | -7.7% |
| YTD | +21.1% | -36.2% | +57.3% | +17.5% |
| 1Y | +30.2% | -28.1% | +58.3% | +25.1% |
| All | +30.2% | -27.1% | +57.3% | +25.1% |
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