+141.9%
IVZ vs KVYO
-56.1%
+198.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -2.4% | -18.4% | +16.0% | +0.4% |
| 30D | +2.5% | -12.1% | +14.6% | +4.0% |
| 3M | +17.1% | +11.2% | +5.9% | +13.8% |
| 6M | +35.1% | -19.8% | +54.9% | +34.9% |
| YTD | +24.3% | -50.3% | +74.6% | +35.2% |
| 1Y | +48.7% | -48.3% | +96.9% | +58.9% |
| All | +141.9% | -56.1% | +198.0% | +152.9% |
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