-55.8%
FIG vs KVYO
-39.6%
-16.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.8% | +1.5% | -1.2% |
| 7D | -16.3% | -7.6% | -8.7% | -12.7% |
| 30D | -14.3% | -3.6% | -10.7% | -12.5% |
| 3M | +7.2% | +17.9% | -10.8% | 0.0% |
| 6M | -18.6% | -4.7% | -13.9% | -22.7% |
| YTD | -35.5% | -42.7% | +7.2% | -26.7% |
| 1Y | -55.8% | -40.3% | -15.5% | -51.9% |
| All | -55.8% | -39.6% | -16.2% | -51.9% |
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