-10.2%
KVYO vs SUNB
+0.6%
-10.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.2% |
| 7D | -12.1% | +6.0% | -18.1% | -10.1% |
| 30D | -5.2% | -9.7% | +4.5% | -7.2% |
| 3M | +14.5% | -9.8% | +24.3% | +12.6% |
| 6M | -17.6% | +3.1% | -20.7% | -14.1% |
| All | -10.2% | +0.6% | -10.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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