-50.8%
KVYO vs WST
-12.0%
-38.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.1% |
| 7D | -18.4% | +0.4% | -18.8% | -18.4% |
| 30D | -12.1% | -2.0% | -10.1% | -12.0% |
| 3M | +11.2% | +4.1% | +7.1% | +10.6% |
| 6M | -19.8% | +47.4% | -67.2% | -23.5% |
| YTD | -50.3% | +25.4% | -75.7% | -51.8% |
| 1Y | -48.3% | +35.3% | -83.6% | -50.3% |
| All | -50.8% | -12.0% | -38.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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