+364.8%
NET vs KVYO
-49.4%
+414.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.9% | +0.2% |
| 7D | -7.0% | -7.6% | +0.7% | -4.2% |
| 30D | -4.8% | -3.6% | -1.2% | -4.1% |
| 3M | +3.8% | +17.9% | -14.1% | -3.8% |
| 6M | +50.0% | -4.7% | +54.8% | +43.7% |
| YTD | +41.5% | -42.7% | +84.2% | +61.4% |
| 1Y | +32.8% | -40.3% | +73.1% | +46.9% |
| All | +364.8% | -49.4% | +414.1% | +415.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling