-26.3%
FICO vs KVYO
-35.9%
+9.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.6% | +1.2% |
| 7D | -3.3% | +0.8% | -4.1% | -3.6% |
| 30D | +6.9% | +3.5% | +3.4% | +5.4% |
| 3M | -4.7% | +25.9% | -30.7% | -10.0% |
| 6M | -22.7% | +4.7% | -27.4% | -27.5% |
| YTD | -33.8% | -39.1% | +5.3% | -32.9% |
| All | -26.3% | -35.9% | +9.6% | -25.0% |
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