+220.3%
MULL vs KVYO
-20.3%
+240.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | -2.6% | -31.7% | -34.9% |
| 7D | -53.1% | +1.9% | -54.9% | -52.8% |
| 30D | -64.1% | +25.4% | -89.5% | -61.7% |
| 3M | -54.6% | +7.8% | -62.4% | -52.9% |
| 6M | -38.7% | -10.8% | -27.9% | -31.9% |
| YTD | +144.7% | -35.9% | +180.6% | +188.2% |
| 1Y | +220.3% | -22.6% | +242.9% | +257.0% |
| All | +220.3% | -20.3% | +240.6% | +257.0% |
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 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