-29.4%
FSLR vs KVYO
-20.3%
-9.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.7% |
| 7D | +10.7% | +1.9% | +8.8% | +10.6% |
| 30D | +8.9% | +25.4% | -16.5% | +8.9% |
| 3M | -17.3% | +7.8% | -25.2% | -17.4% |
| 6M | -10.8% | -10.8% | 0.0% | -10.8% |
| YTD | -25.1% | -35.9% | +10.8% | -22.1% |
| 1Y | -29.4% | -22.6% | -6.8% | -26.9% |
| All | -29.4% | -20.3% | -9.1% | -26.9% |
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 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