-50.1%
KVYO vs SAN
+341.4%
-391.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.8% | +1.0% |
| 7D | -12.1% | +0.2% | -12.3% | -12.1% |
| 30D | -5.2% | +0.9% | -6.1% | -5.3% |
| 3M | +14.5% | +19.1% | -4.6% | +10.4% |
| 6M | -17.6% | +33.2% | -50.8% | -23.5% |
| YTD | -49.6% | +29.1% | -78.7% | -53.0% |
| 1Y | -48.6% | +50.2% | -98.8% | -54.4% |
| All | -50.1% | +341.4% | -391.4% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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