+9.0%
FICO vs KVYO
-55.5%
+64.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +2.3% |
| 7D | +5.7% | -12.1% | +17.8% | +8.4% |
| 30D | -5.6% | -5.2% | -0.5% | -4.6% |
| 3M | -16.9% | +14.5% | -31.4% | -19.0% |
| 6M | -15.4% | -17.6% | +2.2% | -14.6% |
| YTD | -41.7% | -49.6% | +7.9% | -36.2% |
| 1Y | -38.3% | -48.6% | +10.3% | -33.1% |
| All | +9.0% | -55.5% | +64.5% | +14.3% |
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