-25.9%
STRL vs KVYO
-18.3%
-7.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.1% | -21.6% | -21.4% |
| 7D | -27.1% | +3.9% | -31.0% | -26.3% |
| 30D | -45.8% | +27.9% | -73.7% | -42.3% |
| 3M | -47.6% | +11.8% | -59.5% | -45.2% |
| 6M | -46.4% | -4.9% | -41.5% | -42.6% |
| YTD | -7.4% | -34.2% | +26.8% | +2.7% |
| 1Y | -25.9% | -17.8% | -8.0% | -23.4% |
| All | -25.9% | -18.3% | -7.6% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling