+1.4%
KWEB vs KVYO
-55.5%
+56.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.5% |
| 7D | -5.6% | -12.1% | +6.5% | -4.7% |
| 30D | -10.7% | -5.2% | -5.5% | -10.5% |
| 3M | -7.4% | +14.5% | -21.9% | -8.8% |
| 6M | -19.3% | -17.6% | -1.7% | -19.7% |
| YTD | -27.8% | -49.6% | +21.9% | -24.5% |
| 1Y | -35.9% | -48.6% | +12.6% | -33.5% |
| All | +1.4% | -55.5% | +56.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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