+302.0%
MOD vs KVYO
-56.1%
+358.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -3.9% | -18.4% | +14.4% | -1.5% |
| 30D | -9.6% | -12.1% | +2.5% | -8.5% |
| 3M | -30.6% | +11.2% | -41.7% | -33.3% |
| 6M | -10.9% | -19.8% | +8.8% | -11.5% |
| YTD | +34.3% | -50.3% | +84.6% | +48.2% |
| 1Y | +18.3% | -48.3% | +66.6% | +27.5% |
| All | +302.0% | -56.1% | +358.1% | +318.1% |
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