+94.1%
FAST vs KVYO
-56.1%
+150.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.5% |
| 7D | -0.4% | -18.4% | +17.9% | +0.3% |
| 30D | -6.4% | -12.1% | +5.7% | -6.0% |
| 3M | +7.1% | +11.2% | -4.1% | +6.3% |
| 6M | +7.0% | -19.8% | +26.8% | +7.1% |
| YTD | +24.1% | -50.3% | +74.5% | +27.7% |
| 1Y | +4.4% | -48.3% | +52.6% | +6.7% |
| All | +94.1% | -56.1% | +150.2% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling