+40.4%
MAS vs KVYO
-49.4%
+89.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.8% | +7.6% | +2.3% |
| 7D | -0.8% | -7.6% | +6.9% | -0.2% |
| 30D | -5.6% | -3.6% | -2.0% | -5.5% |
| 3M | +4.4% | +17.9% | -13.5% | +2.5% |
| 6M | +7.2% | -4.7% | +11.9% | +5.4% |
| YTD | +16.1% | -42.7% | +58.8% | +20.9% |
| 1Y | +0.1% | -40.3% | +40.4% | +3.0% |
| All | +40.4% | -49.4% | +89.8% | +41.2% |
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