-50.1%
KVYO vs DD
+42.8%
-92.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -12.1% | -3.5% | -8.6% | -10.7% |
| 30D | -5.2% | -11.7% | +6.5% | -0.1% |
| 3M | +14.5% | -9.2% | +23.7% | +19.2% |
| 6M | -17.6% | -7.2% | -10.4% | -16.6% |
| YTD | -49.6% | +6.6% | -56.2% | -52.7% |
| 1Y | -48.6% | +32.0% | -80.6% | -57.3% |
| All | -50.1% | +42.8% | -92.8% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling