+36.4%
LSCC vs KVYO
-55.7%
+92.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.1% | +7.3% | -0.2% |
| 7D | +1.4% | -15.7% | +17.1% | +4.2% |
| 30D | -10.0% | -9.0% | -1.1% | -9.3% |
| 3M | -16.1% | +10.1% | -26.2% | -19.9% |
| 6M | +27.4% | -20.6% | +48.0% | +25.7% |
| YTD | +56.9% | -49.9% | +106.8% | +76.7% |
| 1Y | +74.6% | -49.4% | +124.0% | +93.1% |
| All | +36.4% | -55.7% | +92.2% | +37.1% |
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