+136.0%
URI vs KVYO
-55.7%
+191.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.1% | +10.4% | +2.4% |
| 7D | +5.0% | -15.7% | +20.7% | +7.1% |
| 30D | -9.4% | -9.0% | -0.5% | -8.8% |
| 3M | -5.8% | +10.1% | -15.9% | -8.5% |
| 6M | +25.8% | -20.6% | +46.5% | +24.9% |
| YTD | +27.9% | -49.9% | +77.8% | +40.2% |
| 1Y | +9.7% | -49.4% | +59.1% | +18.8% |
| All | +136.0% | -55.7% | +191.7% | +145.4% |
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