+90.6%
FSLY vs KVYO
-20.3%
+110.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -2.6% | -24.3% | -26.1% |
| 7D | -40.0% | +1.9% | -41.9% | -40.4% |
| 30D | -39.7% | +25.4% | -65.1% | -43.9% |
| 3M | -40.9% | +7.8% | -48.7% | -43.0% |
| 6M | -52.5% | -10.8% | -41.7% | -53.1% |
| YTD | +51.1% | -35.9% | +87.0% | +102.1% |
| 1Y | +90.6% | -22.6% | +113.2% | +81.1% |
| All | +90.6% | -20.3% | +110.9% | +81.1% |
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