+149.4%
STLD vs KVYO
-55.5%
+204.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | -0.9% | -12.1% | +11.2% | +0.2% |
| 30D | -8.9% | -5.2% | -3.7% | -8.8% |
| 3M | -14.0% | +14.5% | -28.5% | -16.0% |
| 6M | +30.8% | -17.6% | +48.5% | +30.3% |
| YTD | +42.3% | -49.6% | +91.9% | +51.4% |
| 1Y | +81.1% | -48.6% | +129.7% | +90.6% |
| All | +149.4% | -55.5% | +204.9% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling