-50.1%
KVYO vs WSM
+229.0%
-279.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | -12.1% | -0.5% | -11.6% | -12.0% |
| 30D | -5.2% | -7.7% | +2.6% | -3.4% |
| 3M | +14.5% | +3.8% | +10.7% | +13.4% |
| 6M | -17.6% | +22.7% | -40.3% | -22.3% |
| YTD | -49.6% | +28.0% | -77.6% | -53.1% |
| 1Y | -48.6% | +12.7% | -61.3% | -50.6% |
| All | -50.1% | +229.0% | -279.1% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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