+118.1%
META vs KVYO
-55.5%
+173.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.4% |
| 7D | +5.1% | -12.1% | +17.2% | +6.7% |
| 30D | +12.0% | -5.2% | +17.1% | +12.2% |
| 3M | +14.1% | +14.5% | -0.4% | +11.1% |
| 6M | -0.9% | -17.6% | +16.8% | -1.4% |
| YTD | -1.7% | -49.6% | +48.0% | +6.5% |
| 1Y | -13.4% | -48.6% | +35.1% | -7.3% |
| All | +118.1% | -55.5% | +173.6% | +125.0% |
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