+212.7%
MKSI vs KVYO
-55.5%
+268.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.9% |
| 7D | +2.7% | -12.1% | +14.8% | +4.2% |
| 30D | -12.8% | -5.2% | -7.6% | -12.8% |
| 3M | -22.5% | +14.5% | -37.0% | -25.9% |
| 6M | +19.4% | -17.6% | +37.0% | +17.2% |
| YTD | +67.7% | -49.6% | +117.3% | +86.5% |
| 1Y | +131.4% | -48.6% | +180.0% | +152.6% |
| All | +212.7% | -55.5% | +268.2% | +216.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling