+60.3%
SAP vs KVYO
-56.1%
+116.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | -5.1% | -18.4% | +13.3% | -1.3% |
| 30D | -1.8% | -12.1% | +10.4% | +0.4% |
| 3M | +20.9% | +11.2% | +9.8% | +17.9% |
| 6M | +7.0% | -19.8% | +26.7% | +8.0% |
| YTD | -13.7% | -50.3% | +36.6% | -6.6% |
| 1Y | -19.6% | -48.3% | +28.7% | -13.9% |
| All | +60.3% | -56.1% | +116.4% | +64.2% |
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