-50.3%
KVYO vs FIVE
+57.3%
-107.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.7% | -6.3% | -8.6% |
| 7D | -15.7% | +1.7% | -17.4% | -16.0% |
| 30D | -9.0% | +5.0% | -14.0% | -10.0% |
| 3M | +10.1% | +29.5% | -19.4% | +4.1% |
| 6M | -20.6% | +12.4% | -33.1% | -23.6% |
| YTD | -49.9% | +31.2% | -81.1% | -53.5% |
| 1Y | -49.4% | +72.9% | -122.3% | -56.1% |
| All | -50.3% | +57.3% | -107.6% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling