+365.7%
VST vs KVYO
-56.1%
+421.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +2.0% | -18.4% | +20.3% | +4.3% |
| 30D | +1.5% | -12.1% | +13.6% | +2.5% |
| 3M | +6.3% | +11.2% | -4.9% | +2.7% |
| 6M | -10.3% | -19.8% | +9.4% | -10.8% |
| YTD | -8.6% | -50.3% | +41.7% | -0.4% |
| 1Y | -29.3% | -48.3% | +18.9% | -24.2% |
| All | +365.7% | -56.1% | +421.8% | +384.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling