+292.7%
MSTR vs KVYO
-55.5%
+348.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.4% |
| 7D | -8.3% | -12.1% | +3.8% | -4.5% |
| 30D | +38.1% | -5.2% | +43.3% | +40.1% |
| 3M | +9.0% | +14.5% | -5.5% | +2.4% |
| 6M | -5.3% | -17.6% | +12.3% | -5.2% |
| YTD | -13.8% | -49.6% | +35.8% | +2.0% |
| 1Y | -59.8% | -48.6% | -11.3% | -53.4% |
| All | +292.7% | -55.5% | +348.2% | +340.1% |
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