-50.1%
KVYO vs USFR
+14.0%
-64.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +2.2% |
| 7D | -12.1% | +0.1% | -12.2% | -10.9% |
| 30D | -5.2% | +0.4% | -5.5% | -1.8% |
| 3M | +14.5% | +1.0% | +13.4% | +26.1% |
| 6M | -17.6% | +2.0% | -19.6% | +1.2% |
| YTD | -49.6% | +2.8% | -52.4% | -32.6% |
| 1Y | -48.6% | +4.1% | -52.6% | -21.6% |
| All | -50.1% | +14.0% | -64.1% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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