+38.9%
FXI vs KVYO
-55.5%
+94.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -3.9% | -12.1% | +8.2% | -3.3% |
| 30D | -2.1% | -5.2% | +3.1% | -2.0% |
| 3M | -0.5% | +14.5% | -14.9% | -1.4% |
| 6M | -4.5% | -17.6% | +13.1% | -4.8% |
| YTD | -9.2% | -49.6% | +40.4% | -6.3% |
| 1Y | -13.8% | -48.6% | +34.8% | -11.4% |
| All | +38.9% | -55.5% | +94.4% | +38.6% |
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