+155.5%
KEYS vs KVYO
-55.5%
+211.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.9% |
| 7D | +3.5% | -12.1% | +15.6% | +4.7% |
| 30D | -4.5% | -5.2% | +0.7% | -4.3% |
| 3M | -0.4% | +14.5% | -14.9% | -3.2% |
| 6M | +19.1% | -17.6% | +36.8% | +17.9% |
| YTD | +66.7% | -49.6% | +116.3% | +79.6% |
| 1Y | +96.5% | -48.6% | +145.0% | +109.0% |
| All | +155.5% | -55.5% | +211.0% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling