-100.0%
VIVK vs KVYO
-28.3%
-71.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +3.9% | -18.3% | -15.2% |
| 7D | -48.0% | -0.6% | -47.4% | -47.9% |
| 30D | -88.4% | +24.1% | -112.5% | -89.1% |
| 3M | -98.7% | +15.6% | -114.4% | -98.8% |
| 6M | -100.0% | +36.8% | -136.7% | -100.0% |
| YTD | -100.0% | -34.6% | -65.3% | -99.9% |
| 1Y | -100.0% | -28.0% | -72.0% | -100.0% |
| All | -100.0% | -28.3% | -71.7% | -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