+120.1%
META vs KVYO
-55.7%
+175.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -9.1% | +15.6% | +7.7% |
| 7D | +10.3% | -15.7% | +26.0% | +12.5% |
| 30D | +9.9% | -9.0% | +18.8% | +10.7% |
| 3M | +11.9% | +10.1% | +1.8% | +9.5% |
| 6M | +1.2% | -20.6% | +21.8% | +1.2% |
| YTD | -0.8% | -49.9% | +49.1% | +7.5% |
| 1Y | -14.3% | -49.4% | +35.0% | -8.0% |
| All | +120.1% | -55.7% | +175.8% | +127.1% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling