-49.7%
IT vs KVYO
-55.5%
+5.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.8% | +4.9% |
| 7D | -3.7% | -12.1% | +8.4% | -0.4% |
| 30D | +0.1% | -5.2% | +5.2% | +1.2% |
| 3M | +20.7% | +14.5% | +6.2% | +16.9% |
| 6M | +12.0% | -17.6% | +29.6% | +13.3% |
| YTD | -28.8% | -49.6% | +20.8% | -21.2% |
| 1Y | -25.5% | -48.6% | +23.0% | -18.5% |
| All | -49.7% | -55.5% | +5.8% | -47.1% |
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 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