+64.6%
VWO vs KVYO
-55.5%
+120.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -1.8% | -12.1% | +10.3% | -1.2% |
| 30D | -0.1% | -5.2% | +5.1% | 0.0% |
| 3M | +2.2% | +14.5% | -12.2% | +1.1% |
| 6M | +8.8% | -17.6% | +26.4% | +8.5% |
| YTD | +12.4% | -49.6% | +62.0% | +16.1% |
| 1Y | +15.6% | -48.6% | +64.1% | +18.8% |
| All | +64.6% | -55.5% | +120.1% | +64.5% |
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