+59.7%
RMBS vs KVYO
-55.5%
+115.1%
-51.5%
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 | +1.8% | -12.1% | +13.9% | +3.8% |
| 30D | -13.9% | -5.2% | -8.7% | -13.7% |
| 3M | -39.8% | +14.5% | -54.3% | -43.0% |
| 6M | -6.0% | -17.6% | +11.6% | -9.6% |
| YTD | -5.4% | -49.6% | +44.3% | +6.1% |
| 1Y | -1.8% | -48.6% | +46.7% | +7.8% |
| All | +59.7% | -55.5% | +115.1% | +64.4% |
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 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