+49.6%
FANG vs KVYO
-55.5%
+105.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +2.9% | -12.1% | +15.0% | +3.9% |
| 30D | +2.6% | -5.2% | +7.8% | +2.8% |
| 3M | +7.6% | +14.5% | -6.9% | +5.3% |
| 6M | +17.3% | -17.6% | +34.9% | +17.5% |
| YTD | +38.7% | -49.6% | +88.3% | +46.0% |
| 1Y | +51.6% | -48.6% | +100.2% | +58.3% |
| All | +49.6% | -55.5% | +105.1% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling