+89.5%
VTRS vs KVYO
-55.5%
+145.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -2.2% | -12.1% | +9.9% | -1.6% |
| 30D | +3.3% | -5.2% | +8.5% | +3.4% |
| 3M | +2.0% | +14.5% | -12.5% | +1.3% |
| 6M | +19.9% | -17.6% | +37.6% | +19.7% |
| YTD | +35.7% | -49.6% | +85.4% | +38.7% |
| 1Y | +68.1% | -48.6% | +116.6% | +71.3% |
| All | +89.5% | -55.5% | +145.0% | +84.8% |
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