+281.2%
FTI vs KVYO
-55.5%
+336.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | -4.4% | -12.1% | +7.7% | -3.3% |
| 30D | +1.5% | -5.2% | +6.6% | +1.7% |
| 3M | +8.2% | +14.5% | -6.3% | +5.9% |
| 6M | +18.8% | -17.6% | +36.4% | +18.8% |
| YTD | +71.7% | -49.6% | +121.3% | +81.9% |
| 1Y | +90.0% | -48.6% | +138.6% | +99.4% |
| All | +281.2% | -55.5% | +336.7% | +289.9% |
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 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