+135.4%
MAGS vs KVYO
-55.5%
+190.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | +0.6% | -12.1% | +12.7% | +2.3% |
| 30D | +3.2% | -5.2% | +8.4% | +3.6% |
| 3M | +7.7% | +14.5% | -6.8% | +4.6% |
| 6M | +12.5% | -17.6% | +30.1% | +11.9% |
| YTD | +6.0% | -49.6% | +55.6% | +14.4% |
| 1Y | +14.4% | -48.6% | +62.9% | +22.2% |
| All | +135.4% | -55.5% | +190.9% | +142.3% |
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