+17.8%
STRL vs KVYO
-20.8%
+38.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.3% |
| 7D | +5.4% | -18.4% | +23.8% | -0.1% |
| 30D | -9.0% | -12.1% | +3.2% | -11.6% |
| 3M | -37.1% | +11.2% | -48.2% | -34.5% |
| 6M | +17.8% | -19.8% | +37.6% | +12.1% |
| All | +17.8% | -20.8% | +38.6% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling