+60.6%
MET vs KVYO
-55.5%
+116.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.2% |
| 7D | -0.5% | -12.1% | +11.6% | +0.7% |
| 30D | +0.5% | -5.2% | +5.7% | +0.8% |
| 3M | +11.6% | +14.5% | -2.9% | +9.1% |
| 6M | +40.8% | -17.6% | +58.4% | +40.3% |
| YTD | +25.7% | -49.6% | +75.3% | +32.1% |
| 1Y | +24.4% | -48.6% | +72.9% | +29.8% |
| All | +60.6% | -55.5% | +116.1% | +64.8% |
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