+7.4%
USFD vs KVYO
-21.1%
+28.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.1% | +3.6% | -5.6% |
| 7D | -7.0% | -15.7% | +8.7% | -7.3% |
| 30D | -10.3% | -9.0% | -1.3% | -10.3% |
| 3M | +9.2% | +10.1% | -0.9% | +9.5% |
| 6M | +7.4% | -20.6% | +28.0% | +8.8% |
| All | +7.4% | -21.1% | +28.5% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling