+66.4%
IWM vs KVYO
-55.5%
+121.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -2.4% | -12.1% | +9.7% | -1.0% |
| 30D | -4.6% | -5.2% | +0.6% | -4.3% |
| 3M | -0.3% | +14.5% | -14.8% | -2.9% |
| 6M | +14.7% | -17.6% | +32.4% | +14.2% |
| YTD | +17.8% | -49.6% | +67.5% | +26.2% |
| 1Y | +21.2% | -48.6% | +69.8% | +28.5% |
| All | +66.4% | -55.5% | +121.9% | +70.1% |
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