+271.0%
UMC vs KVYO
-55.5%
+326.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.3% |
| 7D | +9.0% | -12.1% | +21.1% | +9.6% |
| 30D | +17.2% | -5.2% | +22.4% | +17.3% |
| 3M | +11.4% | +14.5% | -3.1% | +9.2% |
| 6M | +137.5% | -17.6% | +155.1% | +135.7% |
| YTD | +193.1% | -49.6% | +242.7% | +210.0% |
| 1Y | +240.3% | -48.6% | +288.9% | +257.1% |
| All | +271.0% | -55.5% | +326.5% | +273.4% |
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 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