+1,818.1%
LITE vs KVYO
-55.5%
+1,873.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.2% |
| 7D | +5.2% | -12.1% | +17.3% | +7.2% |
| 30D | -0.6% | -5.2% | +4.6% | -0.8% |
| 3M | +4.2% | +14.5% | -10.3% | -2.8% |
| 6M | +38.0% | -17.6% | +55.6% | +35.3% |
| YTD | +151.5% | -49.6% | +201.1% | +185.6% |
| 1Y | +462.2% | -48.6% | +510.8% | +524.0% |
| All | +1,818.1% | -55.5% | +1,873.6% | +1,842.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling