-50.1%
KVYO vs USHY
+27.1%
-77.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.3% |
| 7D | -12.1% | -0.7% | -11.4% | -9.9% |
| 30D | -5.2% | -0.7% | -4.5% | -2.7% |
| 3M | +14.5% | +0.1% | +14.4% | +14.5% |
| 6M | -17.6% | +1.8% | -19.4% | -23.2% |
| YTD | -49.6% | +1.8% | -51.4% | -53.0% |
| 1Y | -48.6% | +3.3% | -51.8% | -54.7% |
| All | -50.1% | +27.1% | -77.1% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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