+29.7%
Q vs KVYO
-39.9%
+69.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.8% |
| 7D | +4.1% | -18.4% | +22.5% | +2.8% |
| 30D | -10.7% | -12.1% | +1.4% | -11.4% |
| 3M | -11.7% | +11.2% | -22.9% | -11.0% |
| 6M | +8.3% | -19.8% | +28.1% | +9.3% |
| YTD | +51.3% | -50.3% | +101.6% | +56.3% |
| All | +29.7% | -39.9% | +69.7% | +31.2% |
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 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