+147.6%
UAL vs KVYO
-55.5%
+203.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.9% |
| 7D | -1.4% | -12.1% | +10.7% | +0.9% |
| 30D | -12.2% | -5.2% | -7.1% | -12.0% |
| 3M | -2.5% | +14.5% | -17.0% | -6.5% |
| 6M | +21.1% | -17.6% | +38.7% | +19.2% |
| YTD | -1.8% | -49.6% | +47.8% | +9.3% |
| 1Y | +0.4% | -48.6% | +49.0% | +10.1% |
| All | +147.6% | -55.5% | +203.0% | +162.0% |
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