+32.8%
MGY vs KVYO
-55.5%
+88.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | +3.5% | -12.1% | +15.6% | +4.6% |
| 30D | +5.3% | -5.2% | +10.4% | +5.5% |
| 3M | +2.6% | +14.5% | -11.8% | +0.2% |
| 6M | -3.3% | -17.6% | +14.3% | -3.0% |
| YTD | +29.2% | -49.6% | +78.8% | +36.2% |
| 1Y | +18.0% | -48.6% | +66.6% | +23.4% |
| All | +32.8% | -55.5% | +88.3% | +32.4% |
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