-50.8%
KVYO vs BURL
+66.7%
-117.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -18.4% | -7.9% | -10.4% | -16.4% |
| 30D | -12.1% | -33.7% | +21.5% | -1.5% |
| 3M | +11.2% | -27.2% | +38.4% | +21.1% |
| 6M | -19.8% | -22.1% | +2.3% | -15.4% |
| YTD | -50.3% | -17.6% | -32.7% | -49.0% |
| 1Y | -48.3% | -14.9% | -33.4% | -48.1% |
| All | -50.8% | +66.7% | -117.4% | -61.1% |
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