+2,802.6%
MULL vs KVYO
-39.6%
+2,842.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -5.8% | +17.6% | +10.2% |
| 7D | +17.3% | -7.6% | +24.9% | +15.2% |
| 30D | +23.5% | -3.6% | +27.1% | +23.5% |
| 3M | -24.0% | +17.9% | -41.9% | -17.5% |
| 6M | +276.7% | -4.7% | +281.5% | +310.0% |
| YTD | +565.1% | -42.7% | +607.8% | +655.9% |
| 1Y | +2,802.6% | -40.3% | +2,842.8% | +3,013.9% |
| All | +2,802.6% | -39.6% | +2,842.2% | +3,013.9% |
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