-50.1%
KVYO vs KIM
+43.1%
-93.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | -12.1% | -1.7% | -10.4% | -11.5% |
| 30D | -5.2% | -3.0% | -2.2% | -4.1% |
| 3M | +14.5% | -8.9% | +23.4% | +18.6% |
| 6M | -17.6% | +2.4% | -20.0% | -19.0% |
| YTD | -49.6% | +18.3% | -68.0% | -54.2% |
| 1Y | -48.6% | +8.2% | -56.7% | -51.0% |
| All | -50.1% | +43.1% | -93.2% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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