+234.4%
PWR vs KVYO
-55.5%
+289.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +5.1% |
| 7D | +4.2% | -12.1% | +16.3% | +5.1% |
| 30D | -4.0% | -5.2% | +1.1% | -3.9% |
| 3M | -4.8% | +14.5% | -19.3% | -6.9% |
| 6M | +14.6% | -17.6% | +32.3% | +14.0% |
| YTD | +54.2% | -49.6% | +103.9% | +65.1% |
| 1Y | +67.1% | -48.6% | +115.7% | +76.9% |
| All | +234.4% | -55.5% | +289.9% | +235.9% |
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 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