+60.5%
PCAR vs KVYO
-56.1%
+116.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.6% |
| 7D | -1.6% | -18.4% | +16.8% | -0.6% |
| 30D | -7.3% | -12.1% | +4.9% | -6.8% |
| 3M | +7.8% | +11.2% | -3.4% | +6.8% |
| 6M | +3.6% | -19.8% | +23.3% | +3.4% |
| YTD | +12.9% | -50.3% | +63.2% | +18.0% |
| 1Y | +27.3% | -48.3% | +75.5% | +31.7% |
| All | +60.5% | -56.1% | +116.6% | +63.5% |
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