-37.9%
KVYO vs IRE
-84.0%
+46.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -6.8% | -2.2% | -9.4% |
| 7D | -15.7% | +29.0% | -44.8% | -14.6% |
| 30D | -9.0% | +24.2% | -33.2% | -7.3% |
| 3M | +10.1% | -53.2% | +63.2% | +10.5% |
| 6M | -20.6% | -36.0% | +15.4% | -19.4% |
| YTD | -49.9% | -51.0% | +1.1% | -49.2% |
| All | -37.9% | -84.0% | +46.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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