-17.6%
KVYO vs CAPR
-74.2%
+56.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.5% |
| 7D | -12.1% | -11.0% | -1.1% | -12.8% |
| 30D | -5.2% | +99.8% | -104.9% | +2.0% |
| 3M | +14.5% | -66.6% | +81.1% | +7.7% |
| 6M | -17.6% | -75.1% | +57.4% | -23.4% |
| All | -17.6% | -74.2% | +56.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 6mo: compounded portfolio wealth divided by compounded CAPR 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…
6mo analysis · Full analysis span regression · 6 months rolling