+187.7%
QLD vs KVYO
-56.1%
+243.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -2.6% | -18.4% | +15.8% | +1.3% |
| 30D | -3.3% | -12.1% | +8.9% | -1.3% |
| 3M | +1.8% | +11.2% | -9.4% | -2.5% |
| 6M | +29.7% | -19.8% | +49.5% | +28.7% |
| YTD | +25.1% | -50.3% | +75.4% | +41.5% |
| 1Y | +37.1% | -48.3% | +85.4% | +51.1% |
| All | +187.7% | -56.1% | +243.8% | +203.2% |
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 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