+97.2%
SCHW vs KVYO
-55.5%
+152.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -1.9% | -12.1% | +10.2% | -0.6% |
| 30D | -1.6% | -5.2% | +3.5% | -1.3% |
| 3M | +21.3% | +14.5% | +6.8% | +18.7% |
| 6M | +16.5% | -17.6% | +34.1% | +16.3% |
| YTD | +8.4% | -49.6% | +58.0% | +14.1% |
| 1Y | +15.6% | -48.6% | +64.2% | +20.8% |
| All | +97.2% | -55.5% | +152.7% | +105.1% |
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 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