+12.5%
IR vs KVYO
-55.5%
+68.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -4.5% | -12.1% | +7.6% | -3.5% |
| 30D | -13.9% | -5.2% | -8.8% | -13.8% |
| 3M | -0.3% | +14.5% | -14.8% | -2.1% |
| 6M | -14.3% | -17.6% | +3.3% | -14.8% |
| YTD | -7.9% | -49.6% | +41.7% | -2.3% |
| 1Y | -9.9% | -48.6% | +38.7% | -5.4% |
| All | +12.5% | -55.5% | +68.0% | +14.7% |
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