-18.0%
ON vs KVYO
-55.5%
+37.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +8.3% |
| 7D | +2.4% | -12.1% | +14.5% | +4.2% |
| 30D | -8.6% | -5.2% | -3.5% | -8.3% |
| 3M | -34.3% | +14.5% | -48.8% | -37.2% |
| 6M | +28.5% | -17.6% | +46.2% | +26.2% |
| YTD | +40.6% | -49.6% | +90.2% | +57.0% |
| 1Y | +55.3% | -48.6% | +103.9% | +70.6% |
| All | -18.0% | -55.5% | +37.5% | -12.1% |
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