-6.5%
ROL vs KVYO
-55.5%
+49.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -3.2% | -12.1% | +8.9% | -2.9% |
| 30D | -4.9% | -5.2% | +0.3% | -4.8% |
| 3M | -25.8% | +14.5% | -40.3% | -26.0% |
| 6M | -37.6% | -17.6% | -19.9% | -37.5% |
| YTD | -41.5% | -49.6% | +8.1% | -40.9% |
| 1Y | -39.5% | -48.6% | +9.1% | -39.0% |
| All | -6.5% | -55.5% | +49.0% | -6.0% |
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