-100.0%
VIVK vs KVYO
-39.6%
-60.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -5.8% | -6.5% | -11.2% |
| 7D | -1.4% | -7.6% | +6.3% | -0.1% |
| 30D | -43.6% | -3.6% | -40.0% | -43.7% |
| 3M | -95.1% | +17.9% | -113.1% | -95.3% |
| 6M | -98.2% | -4.7% | -93.5% | -98.2% |
| YTD | -97.9% | -42.7% | -55.2% | -98.2% |
| 1Y | -100.0% | -40.3% | -59.7% | -100.0% |
| All | -100.0% | -39.6% | -60.3% | -100.0% |
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