+64.2%
MAS vs KVYO
-39.8%
+104.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.1% |
| 7D | +3.0% | +6.9% | -3.9% | +2.4% |
| 30D | +22.4% | +30.1% | -7.7% | +19.7% |
| 3M | +14.5% | +15.1% | -0.7% | +12.7% |
| 6M | +27.1% | +55.4% | -28.3% | +21.2% |
| YTD | +35.8% | -31.8% | +67.6% | +39.0% |
| 1Y | +39.4% | -22.3% | +61.7% | +40.0% |
| 3Y | +60.3% | -13.7% | +74.0% | +55.4% |
| All | +64.2% | -39.8% | +104.0% | +62.4% |
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 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