-50.8%
KVYO vs FDS
-36.3%
-14.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +5.0% | +3.0% |
| 7D | -18.4% | -16.0% | -2.4% | -8.2% |
| 30D | -12.1% | -6.7% | -5.4% | -7.5% |
| 3M | +11.2% | +6.0% | +5.2% | +7.5% |
| 6M | -19.8% | +25.1% | -44.8% | -28.4% |
| YTD | -50.3% | -8.1% | -42.2% | -48.8% |
| 1Y | -48.3% | -26.0% | -22.2% | -41.1% |
| All | -50.8% | -36.3% | -14.5% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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