+126.9%
URI vs KVYO
-55.5%
+182.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -2.1% | -12.1% | +10.0% | -0.6% |
| 30D | -12.4% | -5.2% | -7.3% | -12.2% |
| 3M | -7.3% | +14.5% | -21.8% | -10.4% |
| 6M | +27.2% | -17.6% | +44.8% | +25.2% |
| YTD | +23.0% | -49.6% | +72.6% | +34.7% |
| 1Y | +3.9% | -48.6% | +52.5% | +12.1% |
| All | +126.9% | -55.5% | +182.4% | +135.8% |
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