+19.6%
FSLY vs KVYO
-55.5%
+75.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | +12.5% | -12.1% | +24.6% | +17.1% |
| 30D | -18.8% | -5.2% | -13.7% | -18.2% |
| 3M | +22.7% | +14.5% | +8.2% | +15.9% |
| 6M | -3.7% | -17.6% | +13.9% | -2.0% |
| YTD | +127.5% | -49.6% | +177.1% | +175.6% |
| 1Y | +193.5% | -48.6% | +242.1% | +249.0% |
| All | +19.6% | -55.5% | +75.1% | +51.1% |
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 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