-48.6%
KVYO vs BOXX
+4.0%
-52.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +0.8% |
| 7D | -12.1% | +0.1% | -12.1% | -12.6% |
| 30D | -5.2% | +0.3% | -5.5% | -7.8% |
| 3M | +14.5% | +1.0% | +13.4% | +4.1% |
| 6M | -17.6% | +1.9% | -19.6% | -25.3% |
| YTD | -49.6% | +2.7% | -52.3% | -53.1% |
| 1Y | -48.6% | +4.0% | -52.6% | -34.7% |
| All | -48.6% | +4.0% | -52.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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