-50.1%
KVYO vs NWSA
+50.5%
-100.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | -12.1% | -2.8% | -9.3% | -9.8% |
| 30D | -5.2% | +3.0% | -8.2% | -7.4% |
| 3M | +14.5% | +12.3% | +2.2% | +3.9% |
| 6M | -17.6% | +21.9% | -39.5% | -31.3% |
| YTD | -49.6% | +13.6% | -63.2% | -55.2% |
| 1Y | -48.6% | +0.5% | -49.0% | -49.0% |
| All | -50.1% | +50.5% | -100.6% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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