+43.8%
VSH vs KVYO
-55.5%
+99.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.4% | +4.7% | +6.0% |
| 7D | +4.8% | -12.1% | +16.9% | +5.6% |
| 30D | -0.7% | -5.2% | +4.5% | -0.7% |
| 3M | -43.1% | +14.5% | -57.5% | -44.7% |
| 6M | +91.8% | -17.6% | +109.4% | +89.3% |
| YTD | +131.6% | -49.6% | +181.2% | +148.3% |
| 1Y | +118.1% | -48.6% | +166.6% | +130.8% |
| All | +43.8% | -55.5% | +99.3% | +47.3% |
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