+159.3%
SPMO vs KVYO
-55.5%
+214.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | -0.9% | -12.1% | +11.1% | 0.0% |
| 30D | -1.9% | -5.2% | +3.2% | -1.8% |
| 3M | -1.4% | +14.5% | -15.8% | -3.4% |
| 6M | +25.5% | -17.6% | +43.1% | +24.8% |
| YTD | +24.8% | -49.6% | +74.5% | +32.4% |
| 1Y | +24.5% | -48.6% | +73.0% | +30.9% |
| All | +159.3% | -55.5% | +214.7% | +163.0% |
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