-3.9%
SWKS vs KVYO
-56.1%
+52.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.6% | +9.9% |
| 7D | +17.5% | -18.4% | +35.9% | +21.0% |
| 30D | +23.0% | -12.1% | +35.1% | +24.7% |
| 3M | +19.5% | +11.2% | +8.4% | +15.4% |
| 6M | +54.3% | -19.8% | +74.1% | +55.8% |
| YTD | +35.3% | -50.3% | +85.6% | +48.8% |
| 1Y | +17.9% | -48.3% | +66.1% | +27.6% |
| All | -3.9% | -56.1% | +52.2% | -0.4% |
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 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