-58.1%
FLNC vs KVYO
-55.5%
-2.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.1% |
| 7D | -4.1% | -12.1% | +8.0% | -0.9% |
| 30D | -24.8% | -5.2% | -19.6% | -24.3% |
| 3M | -59.1% | +14.5% | -73.6% | -61.7% |
| 6M | -42.0% | -17.6% | -24.3% | -43.0% |
| YTD | -49.8% | -49.6% | -0.2% | -42.8% |
| 1Y | +43.1% | -48.6% | +91.6% | +61.0% |
| All | -58.1% | -55.5% | -2.6% | -55.1% |
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 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