+29.0%
MARA vs KVYO
-55.5%
+84.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.4% |
| 7D | +5.9% | -12.1% | +18.0% | +9.8% |
| 30D | +24.3% | -5.2% | +29.4% | +24.6% |
| 3M | -12.0% | +14.5% | -26.5% | -19.4% |
| 6M | +40.1% | -17.6% | +57.7% | +34.7% |
| YTD | +33.4% | -49.6% | +83.0% | +56.7% |
| 1Y | -23.7% | -48.6% | +24.8% | -12.7% |
| All | +29.0% | -55.5% | +84.4% | +51.9% |
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