+243.5%
MXL vs KVYO
-55.5%
+299.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.1% | +7.3% |
| 7D | +18.9% | -12.1% | +30.9% | +21.0% |
| 30D | +0.3% | -5.2% | +5.5% | +0.1% |
| 3M | -8.0% | +14.5% | -22.5% | -14.7% |
| 6M | +341.2% | -17.6% | +358.9% | +330.7% |
| YTD | +327.8% | -49.6% | +377.4% | +374.6% |
| 1Y | +364.9% | -48.6% | +413.5% | +406.7% |
| All | +243.5% | -55.5% | +299.0% | +263.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling