+92.9%
RF vs KVYO
-55.5%
+148.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -1.0% | -12.1% | +11.1% | +0.5% |
| 30D | -3.7% | -5.2% | +1.5% | -3.5% |
| 3M | +5.3% | +14.5% | -9.1% | +2.7% |
| 6M | +17.2% | -17.6% | +34.9% | +16.7% |
| YTD | +14.5% | -49.6% | +64.1% | +22.1% |
| 1Y | +15.9% | -48.6% | +64.5% | +22.3% |
| All | +92.9% | -55.5% | +148.4% | +96.3% |
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