+106.7%
ROST vs KVYO
-55.5%
+162.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.3% |
| 7D | +0.2% | -12.1% | +12.3% | +0.8% |
| 30D | -6.9% | -5.2% | -1.7% | -6.8% |
| 3M | -3.3% | +14.5% | -17.8% | -4.2% |
| 6M | +9.0% | -17.6% | +26.7% | +9.0% |
| YTD | +28.9% | -49.6% | +78.5% | +33.4% |
| 1Y | +54.0% | -48.6% | +102.5% | +58.6% |
| All | +106.7% | -55.5% | +162.2% | +107.6% |
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