+27.0%
LYV vs KVYO
-28.3%
+55.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.7% |
| 30D | +6.2% | +24.1% | -17.9% | +6.2% |
| 3M | -1.7% | +15.6% | -17.4% | -1.8% |
| 6M | +10.5% | +36.8% | -26.3% | +11.2% |
| YTD | +26.4% | -34.6% | +61.0% | +27.1% |
| 1Y | +27.0% | -28.0% | +55.0% | +23.4% |
| All | +27.0% | -28.3% | +55.3% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling