+12.2%
IEFA vs KVYO
-27.1%
+39.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.6% | +2.8% | -4.4% | -1.5% |
| 30D | -1.5% | +19.0% | -20.4% | -1.1% |
| 3M | -5.2% | +23.8% | -29.0% | -4.7% |
| 6M | -1.6% | +31.0% | -32.6% | -0.8% |
| YTD | +7.7% | -36.2% | +43.9% | +9.2% |
| 1Y | +12.2% | -28.1% | +40.3% | +12.0% |
| All | +12.2% | -27.1% | +39.3% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling