+110.4%
USB vs KVYO
-49.4%
+159.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.6% | +0.3% |
| 7D | +1.4% | -7.6% | +9.1% | +2.2% |
| 30D | -1.3% | -3.6% | +2.3% | -1.3% |
| 3M | +15.2% | +17.9% | -2.7% | +12.5% |
| 6M | +18.8% | -4.7% | +23.5% | +16.5% |
| YTD | +21.0% | -42.7% | +63.7% | +26.5% |
| 1Y | +34.0% | -40.3% | +74.3% | +38.3% |
| All | +110.4% | -49.4% | +159.8% | +111.6% |
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