+8.6%
FOXA vs KVYO
-39.6%
+48.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.4% | -2.9% |
| 7D | -4.0% | -7.6% | +3.7% | -3.3% |
| 30D | +12.0% | -3.6% | +15.6% | +11.9% |
| 3M | +0.3% | +17.9% | -17.7% | -2.5% |
| 6M | +12.5% | -4.7% | +17.2% | +9.5% |
| YTD | -9.6% | -42.7% | +33.1% | -8.4% |
| 1Y | +8.6% | -40.3% | +48.8% | +9.6% |
| All | +8.6% | -39.6% | +48.2% | +9.6% |
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