+55.5%
HAS vs KVYO
-55.5%
+111.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | -1.1% | -12.1% | +11.0% | +0.1% |
| 30D | -2.8% | -5.2% | +2.4% | -2.6% |
| 3M | +10.1% | +14.5% | -4.4% | +8.0% |
| 6M | -1.4% | -17.6% | +16.3% | -1.9% |
| YTD | +14.2% | -49.6% | +63.8% | +20.8% |
| 1Y | +18.2% | -48.6% | +66.7% | +24.0% |
| All | +55.5% | -55.5% | +111.0% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling