-50.8%
KVYO vs STLA
-69.0%
+18.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -18.4% | -3.8% | -14.5% | -17.7% |
| 30D | -12.1% | -3.1% | -9.0% | -11.6% |
| 3M | +11.2% | -19.6% | +30.8% | +15.5% |
| 6M | -19.8% | -23.5% | +3.7% | -17.3% |
| YTD | -50.3% | -51.5% | +1.2% | -43.0% |
| 1Y | -48.3% | -39.7% | -8.6% | -45.4% |
| All | -50.8% | -69.0% | +18.3% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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