+76.5%
VT vs KVYO
-55.5%
+131.9%
-16.5%
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% | +0.8% |
| 7D | -1.1% | -12.1% | +11.0% | -0.3% |
| 30D | -1.0% | -5.2% | +4.2% | -0.8% |
| 3M | +3.2% | +14.5% | -11.3% | +1.5% |
| 6M | +12.5% | -17.6% | +30.1% | +12.1% |
| YTD | +14.1% | -49.6% | +63.7% | +19.3% |
| 1Y | +18.9% | -48.6% | +67.5% | +23.5% |
| All | +76.5% | -55.5% | +131.9% | +77.8% |
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 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