+23.5%
FSLR vs KVYO
-55.5%
+79.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | +2.2% | -12.1% | +14.3% | +3.5% |
| 30D | -7.8% | -5.2% | -2.7% | -7.5% |
| 3M | -22.9% | +14.5% | -37.4% | -24.7% |
| 6M | +4.4% | -17.6% | +22.0% | +4.2% |
| YTD | -20.0% | -49.6% | +29.6% | -14.2% |
| 1Y | +2.8% | -48.6% | +51.4% | +9.3% |
| All | +23.5% | -55.5% | +79.0% | +27.2% |
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