-23.0%
MOS vs KVYO
-55.7%
+32.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.1% | +7.8% | -0.9% |
| 7D | +1.7% | -15.7% | +17.4% | +2.3% |
| 30D | +11.7% | -9.0% | +20.6% | +11.9% |
| 3M | +23.2% | +10.1% | +13.1% | +22.3% |
| 6M | -1.6% | -20.6% | +19.0% | -1.6% |
| YTD | +10.8% | -49.9% | +60.7% | +14.0% |
| 1Y | -16.2% | -49.4% | +33.2% | -14.1% |
| All | -23.0% | -55.7% | +32.7% | -23.1% |
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 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