-25.4%
MOS vs KVYO
-55.5%
+30.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.9% |
| 7D | -1.7% | -12.1% | +10.4% | -1.3% |
| 30D | +12.4% | -5.2% | +17.6% | +12.4% |
| 3M | +20.5% | +14.5% | +6.0% | +19.4% |
| 6M | -12.0% | -17.6% | +5.7% | -12.1% |
| YTD | +7.4% | -49.6% | +57.0% | +10.5% |
| 1Y | -22.5% | -48.6% | +26.1% | -20.6% |
| All | -25.4% | -55.5% | +30.1% | -25.5% |
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