+177.6%
KEEL vs KVYO
-39.6%
+217.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.8% | +9.4% | +2.6% |
| 7D | +7.8% | -7.6% | +15.4% | +6.4% |
| 30D | -11.7% | -3.6% | -8.1% | -11.0% |
| 3M | -41.5% | +17.9% | -59.4% | -39.5% |
| 6M | +54.9% | -4.7% | +59.6% | +54.2% |
| YTD | +47.7% | -42.7% | +90.3% | +46.4% |
| 1Y | +177.6% | -40.3% | +217.9% | +198.3% |
| All | +177.6% | -39.6% | +217.2% | +198.3% |
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