+169.7%
MS vs KVYO
-55.5%
+225.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -1.5% | -12.1% | +10.6% | 0.0% |
| 30D | -1.5% | -5.2% | +3.7% | -1.2% |
| 3M | +1.4% | +14.5% | -13.1% | -1.6% |
| 6M | +34.7% | -17.6% | +52.3% | +33.9% |
| YTD | +22.7% | -49.6% | +72.4% | +31.5% |
| 1Y | +40.1% | -48.6% | +88.7% | +48.5% |
| All | +169.7% | -55.5% | +225.2% | +177.5% |
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 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