+170.8%
FN vs KVYO
-51.3%
+222.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.5% |
| 7D | +3.5% | -13.3% | +16.9% | +4.5% |
| 30D | -26.0% | +7.6% | -33.6% | -26.8% |
| 3M | -33.3% | +17.5% | -50.8% | -35.0% |
| 6M | -14.9% | -14.7% | -0.2% | -15.7% |
| YTD | -8.6% | -44.9% | +36.3% | -0.9% |
| 1Y | +12.3% | -46.1% | +58.4% | +21.4% |
| All | +170.8% | -51.3% | +222.1% | +173.3% |
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