+140.1%
UAL vs KVYO
-56.1%
+196.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.0% | -18.4% | +16.4% | +1.6% |
| 30D | -15.7% | -12.1% | -3.5% | -14.3% |
| 3M | +3.6% | +11.2% | -7.6% | -0.2% |
| 6M | +16.9% | -19.8% | +36.6% | +15.8% |
| YTD | -4.8% | -50.3% | +45.6% | +6.2% |
| 1Y | -0.9% | -48.3% | +47.3% | +8.3% |
| All | +140.1% | -56.1% | +196.2% | +154.7% |
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