+33.7%
SW vs KVYO
-55.7%
+89.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.1% | +4.4% | -3.8% |
| 7D | -7.0% | -15.7% | +8.8% | -5.6% |
| 30D | -10.5% | -9.0% | -1.6% | -9.9% |
| 3M | +3.0% | +10.1% | -7.1% | +1.8% |
| 6M | +2.3% | -20.6% | +23.0% | +2.3% |
| YTD | +12.4% | -49.9% | +62.3% | +17.9% |
| 1Y | -4.2% | -49.4% | +45.2% | -0.2% |
| All | +33.7% | -55.7% | +89.4% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling