-20.5%
MDLN vs KVYO
-40.5%
+20.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.6% |
| 7D | -10.9% | -6.5% | -4.4% | -10.2% |
| 30D | -8.8% | -5.9% | -2.9% | -8.4% |
| 3M | -11.0% | +22.4% | -33.4% | -13.3% |
| 6M | -21.4% | -9.0% | -12.4% | -20.7% |
| YTD | -22.4% | -46.4% | +24.0% | -20.9% |
| All | -20.5% | -40.5% | +20.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling