+128.5%
FITB vs KVYO
-55.5%
+184.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | -0.3% | -12.1% | +11.8% | +1.0% |
| 30D | -5.7% | -5.2% | -0.5% | -5.5% |
| 3M | +3.2% | +14.5% | -11.3% | +0.7% |
| 6M | +23.4% | -17.6% | +41.0% | +22.8% |
| YTD | +18.8% | -49.6% | +68.4% | +26.3% |
| 1Y | +25.0% | -48.6% | +73.5% | +31.5% |
| All | +128.5% | -55.5% | +184.0% | +133.4% |
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