+39.4%
SHEL vs KVYO
-47.3%
+86.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +4.1% | -12.1% | +16.2% | +4.1% |
| 30D | +8.4% | -5.2% | +13.5% | +8.3% |
| 3M | +13.7% | +14.5% | -0.8% | +13.3% |
| 6M | +12.7% | -17.6% | +30.3% | +13.3% |
| YTD | +35.3% | -49.6% | +84.9% | +34.2% |
| 1Y | +39.4% | -48.6% | +87.9% | +37.1% |
| All | +39.4% | -47.3% | +86.7% | +37.1% |
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 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