+127.6%
KEY vs KVYO
-56.1%
+183.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -1.8% | -18.4% | +16.6% | +1.0% |
| 30D | -3.3% | -12.1% | +8.8% | -2.0% |
| 3M | -0.2% | +11.2% | -11.4% | -3.0% |
| 6M | +12.1% | -19.8% | +31.9% | +11.7% |
| YTD | +8.4% | -50.3% | +58.7% | +18.0% |
| 1Y | +17.6% | -48.3% | +65.9% | +25.7% |
| All | +127.6% | -56.1% | +183.7% | +134.4% |
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 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