+1,001.5%
HOOD vs KVYO
-55.5%
+1,057.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -7.8% | -12.1% | +4.3% | -3.8% |
| 30D | +18.6% | -5.2% | +23.8% | +19.8% |
| 3M | +22.1% | +14.5% | +7.6% | +13.2% |
| 6M | +43.1% | -17.6% | +60.7% | +41.3% |
| YTD | -0.5% | -49.6% | +49.1% | +18.8% |
| 1Y | -4.4% | -48.6% | +44.2% | +11.3% |
| All | +1,001.5% | -55.5% | +1,057.0% | +1,231.6% |
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