-46.9%
KVYO vs BOXX
+14.5%
-61.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.5% |
| 7D | -6.5% | 0.0% | -6.5% | -6.7% |
| 30D | -5.9% | +0.2% | -6.1% | -7.2% |
| 3M | +22.4% | +1.0% | +21.5% | +15.7% |
| 6M | -9.0% | +1.9% | -10.8% | -16.9% |
| YTD | -46.4% | +2.7% | -49.1% | -52.5% |
| 1Y | -44.2% | +4.0% | -48.2% | -52.6% |
| All | -46.9% | +14.5% | -61.4% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling