+137.2%
USFD vs KVYO
-56.1%
+193.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.4% |
| 7D | -8.0% | -18.4% | +10.4% | -7.0% |
| 30D | -13.1% | -12.1% | -0.9% | -12.5% |
| 3M | +6.5% | +11.2% | -4.6% | +5.4% |
| 6M | +5.7% | -19.8% | +25.5% | +5.8% |
| YTD | +27.5% | -50.3% | +77.9% | +34.0% |
| 1Y | +23.4% | -48.3% | +71.7% | +28.4% |
| All | +137.2% | -56.1% | +193.4% | +141.5% |
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 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