+556.4%
SMTC vs KVYO
-55.5%
+611.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +5.0% |
| 7D | +13.1% | -12.1% | +25.2% | +14.3% |
| 30D | +19.5% | -5.2% | +24.6% | +19.1% |
| 3M | +2.2% | +14.5% | -12.2% | -3.1% |
| 6M | +94.9% | -17.6% | +112.5% | +89.4% |
| YTD | +127.0% | -49.6% | +176.6% | +149.0% |
| 1Y | +174.6% | -48.6% | +223.1% | +194.8% |
| All | +556.4% | -55.5% | +611.8% | +590.5% |
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