+23.2%
STM vs KVYO
-55.5%
+78.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | -1.4% | -12.1% | +10.7% | 0.0% |
| 30D | -4.9% | -5.2% | +0.2% | -4.7% |
| 3M | -34.0% | +14.5% | -48.5% | -36.2% |
| 6M | +51.8% | -17.6% | +69.5% | +50.0% |
| YTD | +99.4% | -49.6% | +149.0% | +116.7% |
| 1Y | +99.1% | -48.6% | +147.6% | +113.6% |
| All | +23.2% | -55.5% | +78.7% | +27.6% |
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