+1.1%
UL vs KVYO
-18.3%
+19.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.1% | +3.3% |
| 7D | +4.7% | +3.9% | +0.7% | +4.7% |
| 30D | +11.6% | +27.9% | -16.3% | +11.7% |
| 3M | +5.3% | +11.8% | -6.5% | +5.3% |
| 6M | +16.0% | -4.9% | +21.0% | +15.0% |
| YTD | +5.0% | -34.2% | +39.2% | +2.7% |
| 1Y | +1.1% | -17.8% | +19.0% | -2.4% |
| All | +1.1% | -18.3% | +19.4% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling