+218.7%
KEEL vs KVYO
-55.5%
+274.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.5% |
| 7D | +2.9% | -12.1% | +15.0% | +5.8% |
| 30D | +0.8% | -5.2% | +6.0% | +0.7% |
| 3M | -35.3% | +14.5% | -49.8% | -41.3% |
| 6M | +59.4% | -17.6% | +77.0% | +49.1% |
| YTD | +51.9% | -49.6% | +101.5% | +74.3% |
| 1Y | +75.0% | -48.6% | +123.6% | +95.5% |
| All | +218.7% | -55.5% | +274.2% | +239.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling