-28.9%
FIS vs KVYO
-55.5%
+26.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | 0.0% |
| 7D | -7.9% | -12.1% | +4.2% | -6.5% |
| 30D | -8.0% | -5.2% | -2.8% | -7.5% |
| 3M | +0.6% | +14.5% | -13.9% | -1.0% |
| 6M | -22.2% | -17.6% | -4.6% | -22.0% |
| YTD | -40.8% | -49.6% | +8.8% | -38.9% |
| 1Y | -41.5% | -48.6% | +7.0% | -39.9% |
| All | -28.9% | -55.5% | +26.6% | -29.2% |
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