+103.8%
USB vs KVYO
-13.7%
+117.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.5% |
| 7D | +2.6% | +6.9% | -4.3% | +2.0% |
| 30D | +8.4% | +30.1% | -21.7% | +5.8% |
| 3M | -5.5% | +15.1% | -20.7% | -7.1% |
| 6M | +17.7% | +55.4% | -37.7% | +11.6% |
| YTD | +17.6% | -31.8% | +49.4% | +20.4% |
| 1Y | +33.9% | -22.3% | +56.2% | +34.4% |
| 3Y | +103.8% | -13.7% | +117.5% | +97.9% |
| All | +103.8% | -13.7% | +117.5% | +97.9% |
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