+397.4%
HWM vs KVYO
-55.5%
+452.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -11.4% | -12.1% | +0.7% | -10.6% |
| 30D | -18.5% | -5.2% | -13.3% | -18.3% |
| 3M | -13.2% | +14.5% | -27.7% | -14.6% |
| 6M | -8.7% | -17.6% | +8.9% | -9.3% |
| YTD | +12.2% | -49.6% | +61.8% | +19.3% |
| 1Y | +24.9% | -48.6% | +73.5% | +31.4% |
| All | +397.4% | -55.5% | +452.9% | +405.1% |
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