-100.0%
VIVK vs KVYO
-55.5%
-44.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.4% | -8.8% | -7.6% |
| 7D | -4.4% | -12.1% | +7.7% | -2.9% |
| 30D | -40.8% | -5.2% | -35.7% | -40.6% |
| 3M | -94.1% | +14.5% | -108.6% | -94.3% |
| 6M | -98.2% | -17.6% | -80.6% | -98.2% |
| YTD | -98.0% | -49.6% | -48.4% | -98.0% |
| 1Y | -100.0% | -48.6% | -51.4% | -100.0% |
| All | -100.0% | -55.5% | -44.5% | -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 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