+35.8%
SO vs KVYO
-55.5%
+91.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.6% |
| 7D | -1.1% | -12.1% | +11.0% | -1.4% |
| 30D | -5.0% | -5.2% | +0.2% | -5.1% |
| 3M | -5.8% | +14.5% | -20.3% | -5.2% |
| 6M | -7.9% | -17.6% | +9.7% | -7.7% |
| YTD | +2.4% | -49.6% | +52.0% | +1.1% |
| 1Y | -2.3% | -48.6% | +46.3% | -3.3% |
| All | +35.8% | -55.5% | +91.2% | +33.7% |
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