+51.8%
VG vs KVYO
-18.3%
+70.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.1% | -7.8% | -7.7% |
| 7D | -16.4% | +3.9% | -20.3% | -16.1% |
| 30D | -10.8% | +27.9% | -38.7% | -9.9% |
| 3M | -6.3% | +11.8% | -18.1% | -5.6% |
| 6M | -12.5% | -4.9% | -7.6% | -10.1% |
| YTD | +76.9% | -34.2% | +111.1% | +68.2% |
| 1Y | +51.8% | -17.8% | +69.6% | +40.1% |
| All | +51.8% | -18.3% | +70.1% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling