+55.3%
V vs KVYO
-56.1%
+111.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -3.0% | -18.4% | +15.3% | -1.5% |
| 30D | +1.2% | -12.1% | +13.4% | +2.1% |
| 3M | +13.9% | +11.2% | +2.7% | +12.4% |
| 6M | +17.2% | -19.8% | +37.0% | +17.4% |
| YTD | +5.3% | -50.3% | +55.7% | +9.6% |
| 1Y | +9.5% | -48.3% | +57.7% | +13.2% |
| All | +55.3% | -56.1% | +111.4% | +57.5% |
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