+100.4%
NFLX vs KVYO
-55.5%
+155.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | -1.1% | -12.1% | +11.0% | +0.3% |
| 30D | +4.3% | -5.2% | +9.5% | +4.7% |
| 3M | -4.8% | +14.5% | -19.2% | -6.6% |
| 6M | -18.4% | -17.6% | -0.8% | -18.5% |
| YTD | -17.4% | -49.6% | +32.2% | -12.3% |
| 1Y | -35.7% | -48.6% | +12.9% | -32.3% |
| All | +100.4% | -55.5% | +155.8% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling