+116.9%
META vs KVYO
-56.1%
+173.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | +5.5% | -18.4% | +23.9% | +8.1% |
| 30D | +7.6% | -12.1% | +19.7% | +8.9% |
| 3M | +13.0% | +11.2% | +1.8% | +10.4% |
| 6M | -1.3% | -19.8% | +18.4% | -1.5% |
| YTD | -2.2% | -50.3% | +48.1% | +6.1% |
| 1Y | -14.0% | -48.3% | +34.2% | -8.2% |
| All | +116.9% | -56.1% | +173.0% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling