+51.1%
NEM vs KVYO
-18.3%
+69.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.9% |
| 7D | +3.7% | +3.9% | -0.3% | +3.9% |
| 30D | +2.0% | +27.9% | -25.9% | +3.3% |
| 3M | +21.1% | +11.8% | +9.3% | +22.2% |
| 6M | +9.5% | -4.9% | +14.4% | +10.3% |
| YTD | +19.1% | -34.2% | +53.3% | +25.5% |
| 1Y | +51.1% | -17.8% | +68.9% | +55.8% |
| All | +51.1% | -18.3% | +69.4% | +55.8% |
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