+54.6%
MNST vs KVYO
-56.1%
+110.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.6% |
| 7D | -2.2% | -18.4% | +16.1% | -2.5% |
| 30D | -5.4% | -12.1% | +6.8% | -5.5% |
| 3M | -5.5% | +11.2% | -16.7% | -5.1% |
| 6M | +12.4% | -19.8% | +32.1% | +12.2% |
| YTD | +12.4% | -50.3% | +62.7% | +11.8% |
| 1Y | +37.2% | -48.3% | +85.4% | +36.7% |
| All | +54.6% | -56.1% | +110.7% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling