+9.0%
MSFT vs KVYO
-18.3%
+27.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.5% | +6.7% |
| 7D | +4.7% | +3.9% | +0.7% | +4.0% |
| 30D | +5.8% | +27.9% | -22.1% | +1.5% |
| 3M | +13.0% | +11.8% | +1.2% | +10.0% |
| 6M | +34.9% | -4.9% | +39.9% | +30.4% |
| YTD | +15.7% | -34.2% | +49.9% | +15.1% |
| 1Y | +9.0% | -17.8% | +26.8% | +9.6% |
| All | +9.0% | -18.3% | +27.2% | +9.6% |
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