-43.2%
KVYO vs BURL
+85.8%
-129.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.4% | -6.5% |
| 7D | -7.6% | -2.8% | -4.9% | -7.0% |
| 30D | -3.6% | -28.2% | +24.6% | +5.6% |
| 3M | +17.9% | -17.6% | +35.5% | +23.9% |
| 6M | -4.7% | -11.8% | +7.1% | -3.2% |
| YTD | -42.7% | -8.1% | -34.5% | -42.9% |
| 1Y | -40.3% | -12.0% | -28.3% | -40.2% |
| All | -43.2% | +85.8% | -129.0% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling