-44.7%
FLUT vs KVYO
-55.5%
+10.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +0.4% | -12.1% | +12.5% | +3.1% |
| 30D | +2.5% | -5.2% | +7.7% | +3.0% |
| 3M | -9.2% | +14.5% | -23.7% | -13.2% |
| 6M | -8.2% | -17.6% | +9.4% | -8.3% |
| YTD | -53.2% | -49.6% | -3.6% | -48.5% |
| 1Y | -65.6% | -48.6% | -17.0% | -62.4% |
| All | -44.7% | -55.5% | +10.7% | -43.9% |
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