+961.0%
NBIS vs KVYO
-53.2%
+1,014.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.4% | -11.9% | -6.2% |
| 7D | -6.3% | -6.5% | +0.2% | -5.7% |
| 30D | -23.6% | -5.9% | -17.7% | -23.4% |
| 3M | -8.7% | +22.4% | -31.1% | -15.2% |
| 6M | +87.9% | -9.0% | +96.9% | +77.1% |
| YTD | +153.5% | -46.4% | +199.9% | +188.8% |
| 1Y | +134.7% | -44.2% | +178.9% | +160.6% |
| All | +961.0% | -53.2% | +1,014.2% | +1,172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling