-20.6%
KVYO vs FIVE
+16.3%
-36.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.7% | -6.3% | -9.3% |
| 7D | -15.7% | +1.7% | -17.4% | -15.5% |
| 30D | -9.0% | +5.0% | -14.0% | -8.6% |
| 3M | +10.1% | +29.5% | -19.4% | +10.9% |
| 6M | -20.6% | +12.4% | -33.1% | -21.5% |
| All | -20.6% | +16.3% | -36.9% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling