+1,318.4%
MU vs KVYO
-56.1%
+1,374.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.8% |
| 7D | +2.0% | -18.4% | +20.4% | +3.7% |
| 30D | +12.5% | -12.1% | +24.7% | +13.3% |
| 3M | +9.6% | +11.2% | -1.6% | +6.2% |
| 6M | +142.6% | -19.8% | +162.4% | +141.0% |
| YTD | +242.7% | -50.3% | +293.0% | +274.3% |
| 1Y | +599.3% | -48.3% | +647.5% | +648.8% |
| All | +1,318.4% | -56.1% | +1,374.5% | +1,336.3% |
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