+393.8%
HWM vs KVYO
-56.1%
+449.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.0% |
| 7D | -12.5% | -18.4% | +5.9% | -11.3% |
| 30D | -19.0% | -12.1% | -6.8% | -18.4% |
| 3M | -8.6% | +11.2% | -19.8% | -9.9% |
| 6M | -10.2% | -19.8% | +9.6% | -10.5% |
| YTD | +11.3% | -50.3% | +61.7% | +18.5% |
| 1Y | +24.3% | -48.3% | +72.5% | +30.4% |
| All | +393.8% | -56.1% | +449.9% | +401.9% |
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