-0.8%
MSFT vs KVYO
-39.6%
+38.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | -1.2% |
| 7D | -2.7% | -7.6% | +4.9% | -1.6% |
| 30D | +2.7% | -3.6% | +6.3% | +2.8% |
| 3M | +17.0% | +17.9% | -1.0% | +12.5% |
| 6M | +23.8% | -4.7% | +28.5% | +18.9% |
| YTD | +4.0% | -42.7% | +46.7% | +4.1% |
| 1Y | -0.8% | -40.3% | +39.4% | -1.0% |
| All | -0.8% | -39.6% | +38.8% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling