+65.8%
HST vs KVYO
-55.5%
+121.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.3% |
| 7D | +0.9% | -12.1% | +13.0% | +2.1% |
| 30D | -2.5% | -5.2% | +2.7% | -2.3% |
| 3M | -5.1% | +14.5% | -19.6% | -7.1% |
| 6M | +21.6% | -17.6% | +39.2% | +21.2% |
| YTD | +31.6% | -49.6% | +81.2% | +39.9% |
| 1Y | +36.1% | -48.6% | +84.7% | +43.2% |
| All | +65.8% | -55.5% | +121.3% | +71.7% |
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 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