+49.8%
USFD vs KVYO
-18.3%
+68.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.3% | +8.5% |
| 7D | +7.8% | +3.9% | +3.9% | +8.0% |
| 30D | +16.2% | +27.9% | -11.7% | +17.5% |
| 3M | +11.0% | +11.8% | -0.8% | +11.8% |
| 6M | +20.7% | -4.9% | +25.7% | +20.8% |
| YTD | +46.0% | -34.2% | +80.2% | +49.6% |
| 1Y | +49.8% | -17.8% | +67.6% | +49.4% |
| All | +49.8% | -18.3% | +68.1% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling