+227.0%
SPOT vs KVYO
-55.5%
+282.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.5% |
| 7D | -3.1% | -12.1% | +9.0% | -0.9% |
| 30D | +7.4% | -5.2% | +12.5% | +7.8% |
| 3M | +8.2% | +14.5% | -6.3% | +4.7% |
| 6M | +2.2% | -17.6% | +19.8% | +1.7% |
| YTD | -9.5% | -49.6% | +40.2% | -2.0% |
| 1Y | -23.8% | -48.6% | +24.7% | -18.4% |
| All | +227.0% | -55.5% | +282.5% | +239.6% |
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