+45.2%
SW vs KVYO
-49.4%
+94.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.8% | +7.1% | +1.8% |
| 7D | -5.1% | -7.6% | +2.5% | -4.5% |
| 30D | -4.6% | -3.6% | -1.0% | -4.5% |
| 3M | +9.4% | +17.9% | -8.5% | +7.5% |
| 6M | +3.5% | -4.7% | +8.2% | +1.6% |
| YTD | +22.0% | -42.7% | +64.7% | +26.6% |
| 1Y | +2.2% | -40.3% | +42.5% | +4.8% |
| All | +45.2% | -49.4% | +94.6% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling