+2,302.1%
MULL vs KVYO
-52.9%
+2,355.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -8.4% | -12.1% | +3.7% | -7.1% |
| 30D | +9.7% | -5.2% | +14.8% | +9.5% |
| 3M | -26.8% | +14.5% | -41.2% | -32.7% |
| 6M | +220.7% | -17.6% | +238.3% | +206.2% |
| YTD | +509.0% | -49.6% | +558.7% | +668.0% |
| 1Y | +1,739.5% | -48.6% | +1,788.1% | +2,095.1% |
| All | +2,302.1% | -52.9% | +2,355.0% | +2,661.7% |
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