+3.3%
FICO vs KVYO
-51.3%
+54.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.0% |
| 7D | -15.4% | -13.3% | -2.1% | -12.7% |
| 30D | -10.4% | +7.6% | -18.0% | -11.8% |
| 3M | -22.7% | +17.5% | -40.2% | -25.1% |
| 6M | -36.8% | -14.7% | -22.0% | -36.5% |
| YTD | -44.8% | -44.9% | +0.1% | -40.6% |
| 1Y | -39.3% | -46.1% | +6.8% | -34.8% |
| All | +3.3% | -51.3% | +54.6% | +6.4% |
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