+52.7%
ROST vs KVYO
-18.3%
+71.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +7.8% | +3.9% | +3.8% | +7.9% |
| 30D | +8.6% | +27.9% | -19.3% | +9.0% |
| 3M | -1.9% | +11.8% | -13.8% | -1.7% |
| 6M | +9.1% | -4.9% | +14.1% | +10.0% |
| YTD | +37.2% | -34.2% | +71.5% | +37.3% |
| 1Y | +52.7% | -17.8% | +70.6% | +50.1% |
| All | +52.7% | -18.3% | +71.0% | +50.1% |
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