-50.1%
KVYO vs NTRS
+190.4%
-240.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.9% |
| 7D | -12.1% | +1.4% | -13.5% | -12.7% |
| 30D | -5.2% | -0.7% | -4.5% | -5.0% |
| 3M | +14.5% | +11.3% | +3.2% | +7.5% |
| 6M | -17.6% | +35.5% | -53.2% | -31.9% |
| YTD | -49.6% | +40.6% | -90.2% | -59.3% |
| 1Y | -48.6% | +49.2% | -97.8% | -60.1% |
| All | -50.1% | +190.4% | -240.5% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling