+27.4%
LSCC vs KVYO
-21.1%
+48.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.1% | +7.3% | -3.2% |
| 7D | +1.4% | -15.7% | +17.1% | -1.4% |
| 30D | -10.0% | -9.0% | -1.1% | -11.0% |
| 3M | -16.1% | +10.1% | -26.2% | -13.8% |
| 6M | +27.4% | -20.6% | +48.0% | +28.2% |
| All | +27.4% | -21.1% | +48.5% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling