-45.3%
KEEL vs KVYO
-32.1%
-13.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.9% |
| 7D | +3.7% | -4.5% | +8.2% | +2.7% |
| 30D | -35.7% | +20.2% | -55.9% | -33.2% |
| 3M | -49.5% | +25.3% | -74.8% | -46.3% |
| 6M | -50.6% | +36.9% | -87.5% | -46.7% |
| YTD | -16.6% | -35.9% | +19.3% | -21.1% |
| All | -45.3% | -32.1% | -13.2% | -49.4% |
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