-50.1%
KVYO vs FCUV
-99.2%
+49.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +1.4% |
| 7D | -12.1% | -66.5% | +54.4% | -11.9% |
| 30D | -5.2% | +5.0% | -10.1% | -5.3% |
| 3M | +14.5% | +63.8% | -49.3% | +14.0% |
| 6M | -17.6% | -67.8% | +50.2% | -16.3% |
| YTD | -49.6% | -82.4% | +32.8% | -48.5% |
| 1Y | -48.6% | -94.7% | +46.2% | -46.9% |
| All | -50.1% | -99.2% | +49.1% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling