+101.8%
PR vs KVYO
-56.1%
+157.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -0.2% | -18.4% | +18.2% | +2.1% |
| 30D | +10.4% | -12.1% | +22.6% | +11.7% |
| 3M | +21.1% | +11.2% | +10.0% | +18.0% |
| 6M | +28.8% | -19.8% | +48.5% | +29.2% |
| YTD | +71.8% | -50.3% | +122.1% | +84.3% |
| 1Y | +73.3% | -48.3% | +121.6% | +83.2% |
| All | +101.8% | -56.1% | +157.9% | +105.9% |
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