-21.2%
VFC vs KVYO
-55.5%
+34.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +2.9% | +4.1% |
| 7D | -1.4% | -12.1% | +10.7% | +1.3% |
| 30D | -9.0% | -5.2% | -3.8% | -8.5% |
| 3M | -24.2% | +14.5% | -38.7% | -27.5% |
| 6M | -18.5% | -17.6% | -0.9% | -19.7% |
| YTD | -25.9% | -49.6% | +23.7% | -16.3% |
| 1Y | -13.0% | -48.6% | +35.6% | -3.9% |
| All | -21.2% | -55.5% | +34.3% | -15.7% |
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