-56.2%
FCEL vs KVYO
-55.5%
-0.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +6.3% | -12.1% | +18.4% | +9.0% |
| 30D | -26.7% | -5.2% | -21.5% | -26.3% |
| 3M | -10.2% | +14.5% | -24.7% | -16.2% |
| 6M | +123.5% | -17.6% | +141.1% | +119.8% |
| YTD | +117.4% | -49.6% | +167.0% | +145.8% |
| 1Y | +146.0% | -48.6% | +194.5% | +175.0% |
| All | -56.2% | -55.5% | -0.7% | -51.6% |
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