+122.3%
PM vs KVYO
-55.5%
+177.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.7% |
| 7D | +4.7% | -12.1% | +16.8% | +4.7% |
| 30D | +2.6% | -5.2% | +7.8% | +2.6% |
| 3M | +6.6% | +14.5% | -7.9% | +6.6% |
| 6M | +16.5% | -17.6% | +34.1% | +16.5% |
| YTD | +21.2% | -49.6% | +70.8% | +22.2% |
| 1Y | +17.9% | -48.6% | +66.5% | +18.9% |
| All | +122.3% | -55.5% | +177.8% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling