-22.8%
QS vs KVYO
-55.5%
+32.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | -3.6% | -12.1% | +8.4% | -1.2% |
| 30D | -17.2% | -5.2% | -12.1% | -16.8% |
| 3M | -27.0% | +14.5% | -41.5% | -30.1% |
| 6M | -24.6% | -17.6% | -6.9% | -26.0% |
| YTD | -49.3% | -49.6% | +0.3% | -43.5% |
| 1Y | -40.3% | -48.6% | +8.2% | -34.5% |
| All | -22.8% | -55.5% | +32.7% | -17.1% |
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