+102.5%
PR vs KVYO
-55.5%
+158.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +1.8% | -12.1% | +13.9% | +3.2% |
| 30D | +10.9% | -5.2% | +16.0% | +11.1% |
| 3M | +24.5% | +14.5% | +10.0% | +20.8% |
| 6M | +25.0% | -17.6% | +42.6% | +25.0% |
| YTD | +72.4% | -49.6% | +122.0% | +84.6% |
| 1Y | +77.2% | -48.6% | +125.8% | +87.8% |
| All | +102.5% | -55.5% | +158.0% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling