-45.3%
FPS vs KVYO
+14.0%
-59.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.5% | +9.4% |
| 7D | +1.5% | -12.1% | +13.6% | -2.6% |
| 30D | -16.9% | -5.2% | -11.7% | -17.4% |
| 3M | -45.3% | +14.5% | -59.8% | -34.0% |
| All | -45.3% | +14.0% | -59.3% | -34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling