-50.1%
KVYO vs FIVE
+55.7%
-105.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | -12.1% | -3.0% | -9.1% | -11.6% |
| 30D | -5.2% | +2.7% | -7.9% | -5.8% |
| 3M | +14.5% | +21.1% | -6.6% | +9.7% |
| 6M | -17.6% | +11.9% | -29.5% | -20.7% |
| YTD | -49.6% | +29.9% | -79.5% | -53.2% |
| 1Y | -48.6% | +67.8% | -116.4% | -55.1% |
| All | -50.1% | +55.7% | -105.8% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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