+32.3%
MAS vs KVYO
-55.5%
+87.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | -5.7% | -12.1% | +6.3% | -4.8% |
| 30D | -7.8% | -5.2% | -2.6% | -7.6% |
| 3M | -6.7% | +14.5% | -21.2% | -8.2% |
| 6M | +10.7% | -17.6% | +28.3% | +10.3% |
| YTD | +9.4% | -49.6% | +59.0% | +15.1% |
| 1Y | -7.2% | -48.6% | +41.3% | -3.2% |
| All | +32.3% | -55.5% | +87.8% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling