+537.8%
PL vs KVYO
-55.7%
+593.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.1% | +5.7% | -1.1% |
| 7D | -13.9% | -15.7% | +1.9% | -10.4% |
| 30D | -25.5% | -9.0% | -16.5% | -24.5% |
| 3M | -44.8% | +10.1% | -54.8% | -47.8% |
| 6M | -33.3% | -20.6% | -12.7% | -34.7% |
| YTD | -12.7% | -49.9% | +37.2% | +1.0% |
| 1Y | +90.9% | -49.4% | +140.3% | +116.2% |
| All | +537.8% | -55.7% | +593.5% | +607.8% |
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