-36.6%
KVYO vs DD
+41.0%
-77.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.5% |
| 7D | +0.8% | -5.1% | +5.9% | +1.5% |
| 30D | +3.5% | -7.9% | +11.3% | +4.8% |
| 3M | +25.9% | -8.5% | +34.4% | +27.6% |
| 6M | +4.7% | -8.7% | +13.4% | +5.5% |
| YTD | -39.1% | +10.1% | -49.2% | -41.4% |
| All | -36.6% | +41.0% | -77.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling