+152.4%
MP vs KVYO
-55.5%
+207.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -7.4% | -12.1% | +4.7% | -5.8% |
| 30D | -6.7% | -5.2% | -1.5% | -6.5% |
| 3M | -11.7% | +14.5% | -26.2% | -14.7% |
| 6M | -18.9% | -17.6% | -1.2% | -19.7% |
| YTD | 0.0% | -49.6% | +49.6% | +7.7% |
| 1Y | -19.9% | -48.6% | +28.7% | -14.6% |
| All | +152.4% | -55.5% | +207.9% | +156.0% |
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 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