+369.9%
VST vs KVYO
-55.5%
+425.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -0.6% | -12.1% | +11.5% | +0.8% |
| 30D | +1.2% | -5.2% | +6.3% | +1.3% |
| 3M | +1.5% | +14.5% | -13.0% | -2.3% |
| 6M | -6.5% | -17.6% | +11.1% | -7.4% |
| YTD | -7.8% | -49.6% | +41.8% | +0.4% |
| 1Y | -26.9% | -48.6% | +21.7% | -21.3% |
| All | +369.9% | -55.5% | +425.4% | +388.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling