-32.4%
KVYO vs BURL
+70.0%
-102.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +4.7% |
| 7D | +6.9% | -1.6% | +8.4% | +7.2% |
| 30D | +30.1% | -7.7% | +37.8% | +32.6% |
| 3M | +15.1% | -31.7% | +46.8% | +27.2% |
| 6M | +55.4% | -15.2% | +70.6% | +59.3% |
| 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% | -36.3% |
| All | -32.4% | +70.0% | -102.5% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling