+182.1%
FSLY vs KVYO
-39.6%
+221.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.8% | +3.3% | -0.8% |
| 7D | -10.6% | -7.6% | -3.0% | -8.6% |
| 30D | -20.9% | -3.6% | -17.3% | -20.4% |
| 3M | +3.4% | +17.9% | -14.5% | -1.1% |
| 6M | +2.7% | -4.7% | +7.5% | -0.8% |
| YTD | +102.3% | -42.7% | +144.9% | +149.2% |
| 1Y | +182.1% | -40.3% | +222.3% | +213.8% |
| All | +182.1% | -39.6% | +221.7% | +213.8% |
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