+63.5%
FDX vs KVYO
-55.5%
+119.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | 0.0% |
| 7D | -3.3% | -12.1% | +8.8% | -2.6% |
| 30D | -4.5% | -5.2% | +0.6% | -4.3% |
| 3M | -7.3% | +14.5% | -21.8% | -8.4% |
| 6M | +7.5% | -17.6% | +25.2% | +7.2% |
| YTD | +35.1% | -49.6% | +84.7% | +41.1% |
| 1Y | +71.4% | -48.6% | +120.0% | +77.7% |
| All | +63.5% | -55.5% | +119.0% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling