+23.2%
MDT vs KVYO
-55.5%
+78.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -3.4% | -12.1% | +8.7% | -2.9% |
| 30D | +0.2% | -5.2% | +5.4% | +0.3% |
| 3M | +14.3% | +14.5% | -0.2% | +13.5% |
| 6M | +4.0% | -17.6% | +21.6% | +4.0% |
| YTD | -3.7% | -49.6% | +45.9% | -1.2% |
| 1Y | -0.4% | -48.6% | +48.2% | +1.8% |
| All | +23.2% | -55.5% | +78.7% | +22.8% |
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 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