-50.1%
KVYO vs IFF
+30.4%
-80.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | -12.1% | -3.2% | -8.9% | -12.2% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | +14.5% | +8.4% | +6.0% | +15.2% |
| 6M | -17.6% | +23.0% | -40.7% | -16.3% |
| YTD | -49.6% | +25.5% | -75.1% | -49.6% |
| 1Y | -48.6% | +29.1% | -77.6% | -49.0% |
| All | -50.1% | +30.4% | -80.5% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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