+55.7%
MNST vs KVYO
-55.5%
+111.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.7% |
| 7D | -1.0% | -12.1% | +11.1% | -1.1% |
| 30D | -5.6% | -5.2% | -0.5% | -5.6% |
| 3M | -5.7% | +14.5% | -20.2% | -5.2% |
| 6M | +12.0% | -17.6% | +29.6% | +11.9% |
| YTD | +13.2% | -49.6% | +62.8% | +12.6% |
| 1Y | +36.1% | -48.6% | +84.6% | +35.5% |
| All | +55.7% | -55.5% | +111.2% | +63.0% |
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 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