+234.0%
RDW vs KVYO
-55.5%
+289.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.6% |
| 7D | +0.9% | -12.1% | +12.9% | +3.2% |
| 30D | -21.3% | -5.2% | -16.1% | -21.1% |
| 3M | -37.9% | +14.5% | -52.3% | -41.5% |
| 6M | +12.3% | -17.6% | +29.9% | +8.8% |
| YTD | +39.7% | -49.6% | +89.4% | +56.5% |
| 1Y | +25.7% | -48.6% | +74.2% | +37.8% |
| All | +234.0% | -55.5% | +289.4% | +297.7% |
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