+6.3%
FICO vs KVYO
-56.1%
+62.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -14.1% | -18.4% | +4.2% | -10.3% |
| 30D | -7.5% | -12.1% | +4.7% | -5.1% |
| 3M | -21.3% | +11.2% | -32.4% | -22.8% |
| 6M | -25.2% | -19.8% | -5.5% | -24.1% |
| YTD | -43.2% | -50.3% | +7.1% | -37.7% |
| 1Y | -37.2% | -48.3% | +11.0% | -32.0% |
| All | +6.3% | -56.1% | +62.4% | +11.7% |
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