+23.3%
VMC vs KVYO
-55.5%
+78.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.7% |
| 7D | -3.8% | -12.1% | +8.3% | -2.8% |
| 30D | -9.7% | -5.2% | -4.5% | -9.5% |
| 3M | -9.6% | +14.5% | -24.1% | -10.9% |
| 6M | -4.8% | -17.6% | +12.8% | -5.0% |
| YTD | -10.9% | -49.6% | +38.7% | -6.5% |
| 1Y | -15.6% | -48.6% | +33.0% | -12.1% |
| All | +23.3% | -55.5% | +78.8% | +24.5% |
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