+98.5%
FLEX vs KVYO
-39.6%
+138.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.8% | +7.3% | -0.4% |
| 7D | -0.9% | -7.6% | +6.7% | -3.3% |
| 30D | -10.1% | -3.6% | -6.6% | -10.5% |
| 3M | -31.3% | +17.9% | -49.3% | -25.2% |
| 6M | +71.3% | -4.7% | +76.0% | +73.0% |
| YTD | +81.2% | -42.7% | +123.9% | +85.5% |
| 1Y | +98.5% | -40.3% | +138.8% | +99.1% |
| All | +98.5% | -39.6% | +138.1% | +99.1% |
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