+73.3%
RBLX vs KVYO
-55.5%
+128.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +5.1% | -12.1% | +17.1% | +6.9% |
| 30D | +28.0% | -5.2% | +33.2% | +28.5% |
| 3M | +4.6% | +14.5% | -9.9% | +2.3% |
| 6M | -24.7% | -17.6% | -7.0% | -24.7% |
| YTD | -43.8% | -49.6% | +5.8% | -40.4% |
| 1Y | -65.8% | -48.6% | -17.2% | -63.9% |
| All | +73.3% | -55.5% | +128.8% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling