-52.9%
KVYO vs SARO
-22.5%
-30.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.0% |
| 7D | -12.1% | -3.1% | -9.0% | -11.3% |
| 30D | -5.2% | -12.2% | +7.1% | -1.7% |
| 3M | +14.5% | -7.4% | +21.8% | +16.9% |
| 6M | -17.6% | -15.3% | -2.4% | -14.1% |
| YTD | -49.6% | -16.2% | -33.4% | -47.5% |
| 1Y | -48.6% | -12.1% | -36.5% | -47.9% |
| All | -52.9% | -22.5% | -30.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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