+174.9%
P vs KVYO
-55.5%
+230.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.0% |
| 7D | -1.3% | -12.1% | +10.8% | +1.2% |
| 30D | -11.9% | -5.2% | -6.7% | -11.5% |
| 3M | +41.6% | +14.5% | +27.1% | +34.1% |
| 6M | +58.1% | -17.6% | +75.7% | +56.5% |
| YTD | +46.5% | -49.6% | +96.1% | +64.0% |
| 1Y | +19.1% | -48.6% | +67.6% | +30.9% |
| All | +174.9% | -55.5% | +230.4% | +196.6% |
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 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