-1.6%
SCHW vs KVYO
-27.1%
+25.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +3.9% | +2.8% | +1.1% | +3.7% |
| 30D | -4.3% | +19.0% | -23.2% | -5.5% |
| 3M | -14.8% | +23.8% | -38.6% | -16.3% |
| 6M | -0.1% | +31.0% | -31.1% | -2.7% |
| YTD | -7.5% | -36.2% | +28.7% | -5.2% |
| 1Y | -1.6% | -28.1% | +26.5% | -2.9% |
| All | -1.6% | -27.1% | +25.5% | -2.9% |
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