-48.0%
KVYO vs WOLF
+44.0%
-92.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.7% |
| 7D | -12.1% | -8.6% | -3.5% | -12.9% |
| 30D | -5.2% | -18.3% | +13.1% | -6.7% |
| 3M | +14.5% | -43.1% | +57.6% | +11.5% |
| 6M | -17.6% | +42.4% | -60.0% | -17.6% |
| YTD | -49.6% | +48.9% | -98.5% | -49.3% |
| All | -48.0% | +44.0% | -92.0% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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