+116.4%
MMM vs KVYO
-55.5%
+171.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | -2.1% | -12.1% | +10.0% | -1.3% |
| 30D | -9.8% | -5.2% | -4.7% | -9.7% |
| 3M | +4.9% | +14.5% | -9.6% | +3.5% |
| 6M | +7.3% | -17.6% | +25.0% | +7.0% |
| YTD | +4.5% | -49.6% | +54.1% | +9.7% |
| 1Y | +5.4% | -48.6% | +53.9% | +9.5% |
| All | +116.4% | -55.5% | +171.9% | +119.7% |
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