-7.0%
ROL vs KVYO
-56.1%
+49.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -3.2% | -18.4% | +15.2% | -2.9% |
| 30D | -6.6% | -12.1% | +5.5% | -6.4% |
| 3M | -27.3% | +11.2% | -38.5% | -27.4% |
| 6M | -38.1% | -19.8% | -18.3% | -38.0% |
| YTD | -41.8% | -50.3% | +8.6% | -41.2% |
| 1Y | -37.8% | -48.3% | +10.5% | -37.3% |
| All | -7.0% | -56.1% | +49.2% | -6.5% |
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