+57.3%
SCHD vs KVYO
-52.7%
+110.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.7% | +0.3% |
| 7D | -1.3% | -6.5% | +5.2% | -1.0% |
| 30D | -0.5% | -5.9% | +5.4% | -0.3% |
| 3M | +5.5% | +22.4% | -17.0% | +4.1% |
| 6M | +13.3% | -9.0% | +22.3% | +12.7% |
| YTD | +27.3% | -46.4% | +73.7% | +30.6% |
| 1Y | +29.6% | -44.2% | +73.8% | +32.2% |
| All | +57.3% | -52.7% | +110.0% | +56.5% |
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 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