+586.1%
STRL vs KVYO
-55.5%
+641.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.3% |
| 7D | +5.0% | -12.1% | +17.1% | +5.8% |
| 30D | -6.9% | -5.2% | -1.7% | -6.9% |
| 3M | -39.1% | +14.5% | -53.5% | -41.0% |
| 6M | +21.5% | -17.6% | +39.1% | +19.6% |
| YTD | +66.9% | -49.6% | +116.5% | +80.8% |
| 1Y | +61.6% | -48.6% | +110.2% | +72.9% |
| All | +586.1% | -55.5% | +641.6% | +606.2% |
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