+67.7%
SHEL vs KVYO
-55.5%
+123.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +4.1% | -12.1% | +16.2% | +4.5% |
| 30D | +8.4% | -5.2% | +13.5% | +8.5% |
| 3M | +13.7% | +14.5% | -0.8% | +12.5% |
| 6M | +12.7% | -17.6% | +30.3% | +12.8% |
| YTD | +35.3% | -49.6% | +84.9% | +38.5% |
| 1Y | +39.4% | -48.6% | +87.9% | +42.1% |
| All | +67.7% | -55.5% | +123.2% | +68.2% |
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