-79.9%
FIG vs KVYO
-48.6%
-31.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.0% |
| 7D | -3.8% | -12.1% | +8.3% | +3.0% |
| 30D | -2.3% | -5.2% | +2.8% | +0.5% |
| 3M | +20.0% | +14.5% | +5.5% | +14.8% |
| 6M | -16.7% | -17.6% | +1.0% | -14.1% |
| YTD | -37.9% | -49.6% | +11.7% | -23.3% |
| 1Y | -58.5% | -48.6% | -10.0% | -50.8% |
| All | -79.9% | -48.6% | -31.3% | -76.6% |
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