-34.9%
VST vs KVYO
-18.3%
-16.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.1% | -14.0% | -13.8% |
| 7D | -15.7% | +3.9% | -19.7% | -15.6% |
| 30D | -17.0% | +27.9% | -44.9% | -16.2% |
| 3M | -15.9% | +11.8% | -27.7% | -15.5% |
| 6M | -25.0% | -4.9% | -20.0% | -23.6% |
| YTD | -25.1% | -34.2% | +9.1% | -20.3% |
| 1Y | -34.9% | -17.8% | -17.0% | -34.0% |
| All | -34.9% | -18.3% | -16.6% | -34.0% |
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