+47.1%
KEYS vs KVYO
-27.1%
+74.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.4% |
| 7D | -11.4% | +2.8% | -14.2% | -11.1% |
| 30D | -28.7% | +19.0% | -47.6% | -27.4% |
| 3M | -19.2% | +23.8% | -43.0% | -17.2% |
| 6M | -25.8% | +31.0% | -56.8% | -23.1% |
| YTD | +33.9% | -36.2% | +70.1% | +41.1% |
| 1Y | +47.1% | -28.1% | +75.1% | +49.7% |
| All | +47.1% | -27.1% | +74.2% | +49.7% |
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 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