-13.7%
KVYO vs BURL
+87.4%
-101.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +4.6% |
| 7D | +6.9% | -1.6% | +8.4% | +7.2% |
| 30D | +30.1% | -7.7% | +37.8% | +32.5% |
| 3M | +15.1% | -31.7% | +46.8% | +26.6% |
| 6M | +55.4% | -15.2% | +70.6% | +59.1% |
| YTD | -31.8% | -15.9% | -15.9% | -30.8% |
| 1Y | -22.3% | -14.2% | -8.1% | -22.3% |
| 3Y | -13.7% | +93.5% | -107.2% | -28.5% |
| All | -13.7% | +87.4% | -101.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling