-50.1%
KVYO vs WYNN
-4.7%
-45.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | -12.1% | -4.2% | -7.9% | -10.7% |
| 30D | -5.2% | -14.6% | +9.5% | +0.3% |
| 3M | +14.5% | -18.4% | +32.9% | +23.0% |
| 6M | -17.6% | -11.9% | -5.7% | -14.6% |
| YTD | -49.6% | -26.6% | -23.0% | -43.9% |
| 1Y | -48.6% | -28.5% | -20.0% | -42.7% |
| All | -50.1% | -4.7% | -45.4% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 3y: compounded portfolio wealth divided by compounded WYNN 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…
3y analysis · Full analysis span regression · 6 months rolling