+495.5%
FLEX vs KVYO
-55.5%
+551.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +7.2% |
| 7D | +5.7% | -12.1% | +17.8% | +5.5% |
| 30D | -7.0% | -5.2% | -1.9% | -7.1% |
| 3M | -23.8% | +14.5% | -38.3% | -23.8% |
| 6M | +82.6% | -17.6% | +100.3% | +77.7% |
| YTD | +91.6% | -49.6% | +141.2% | +103.1% |
| 1Y | +100.6% | -48.6% | +149.1% | +110.0% |
| All | +495.5% | -55.5% | +551.0% | +517.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling