+285.5%
MSTR vs KVYO
-56.1%
+341.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.8% |
| 7D | -11.2% | -18.4% | +7.1% | -5.3% |
| 30D | +33.8% | -12.1% | +45.9% | +39.0% |
| 3M | +11.5% | +11.2% | +0.3% | +5.7% |
| 6M | -7.2% | -19.8% | +12.6% | -6.1% |
| YTD | -15.4% | -50.3% | +34.9% | +0.5% |
| 1Y | -60.6% | -48.3% | -12.4% | -54.5% |
| All | +285.5% | -56.1% | +341.6% | +334.0% |
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 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