+6.3%
MDB vs KVYO
-56.1%
+62.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | -2.8% | -18.4% | +15.6% | +5.4% |
| 30D | -14.9% | -12.1% | -2.7% | -10.2% |
| 3M | +7.3% | +11.2% | -3.8% | +1.9% |
| 6M | +38.2% | -19.8% | +57.9% | +42.4% |
| YTD | -10.9% | -50.3% | +39.4% | +10.3% |
| 1Y | +11.6% | -48.3% | +59.9% | +33.9% |
| All | +6.3% | -56.1% | +62.4% | +26.0% |
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