+58.1%
MSFT vs KVYO
-55.5%
+113.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -0.8% | -12.1% | +11.3% | +0.9% |
| 30D | +0.8% | -5.2% | +6.0% | +1.3% |
| 3M | +27.2% | +14.5% | +12.7% | +23.5% |
| 6M | +22.9% | -17.6% | +40.5% | +22.5% |
| YTD | +3.1% | -49.6% | +52.7% | +8.7% |
| 1Y | -0.3% | -48.6% | +48.3% | +4.5% |
| All | +58.1% | -55.5% | +113.6% | +61.7% |
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