+135.5%
USFD vs KVYO
-55.5%
+190.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.8% |
| 7D | -8.4% | -12.1% | +3.7% | -7.7% |
| 30D | -14.1% | -5.2% | -8.9% | -13.9% |
| 3M | +4.5% | +14.5% | -10.0% | +3.2% |
| 6M | +4.4% | -17.6% | +22.0% | +4.2% |
| YTD | +26.6% | -49.6% | +76.2% | +32.9% |
| 1Y | +19.4% | -48.6% | +67.9% | +24.5% |
| All | +135.5% | -55.5% | +190.9% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling