-34.1%
ROL vs KVYO
-20.3%
-13.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.1% |
| 7D | +11.7% | +1.9% | +9.9% | +11.6% |
| 30D | +27.7% | +25.4% | +2.3% | +26.5% |
| 3M | +3.7% | +7.8% | -4.2% | +3.0% |
| 6M | -27.8% | -10.8% | -17.0% | -28.0% |
| YTD | -34.7% | -35.9% | +1.2% | -33.7% |
| 1Y | -34.1% | -22.6% | -11.5% | -33.1% |
| All | -34.1% | -20.3% | -13.8% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling