+442.0%
SIMO vs KVYO
-56.1%
+498.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.4% |
| 7D | +12.5% | -18.4% | +30.9% | +13.6% |
| 30D | +18.4% | -12.1% | +30.6% | +18.8% |
| 3M | +5.6% | +11.2% | -5.6% | +1.7% |
| 6M | +116.9% | -19.8% | +136.7% | +113.9% |
| YTD | +188.4% | -50.3% | +238.7% | +212.4% |
| 1Y | +221.3% | -48.3% | +269.5% | +242.4% |
| All | +442.0% | -56.1% | +498.1% | +462.2% |
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