+409.6%
NET vs KVYO
-44.4%
+454.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.7% |
| 7D | +11.8% | -4.2% | +16.0% | +13.5% |
| 30D | -15.3% | +18.0% | -33.2% | -20.6% |
| 3M | -1.5% | +14.3% | -15.9% | -7.8% |
| 6M | +55.9% | +34.3% | +21.6% | +35.5% |
| YTD | +55.1% | -37.1% | +92.2% | +68.6% |
| 1Y | +27.1% | -30.6% | +57.7% | +32.9% |
| 3Y | +384.8% | -19.2% | +404.0% | +354.4% |
| All | +409.6% | -44.4% | +454.0% | +438.6% |
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