+54.9%
W vs KVYO
-55.5%
+110.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | -0.9% | -12.1% | +11.2% | +2.8% |
| 30D | -4.2% | -5.2% | +0.9% | -3.9% |
| 3M | +26.9% | +14.5% | +12.4% | +19.6% |
| 6M | +31.2% | -17.6% | +48.9% | +29.4% |
| YTD | -1.8% | -49.6% | +47.8% | +14.5% |
| 1Y | +9.3% | -48.6% | +57.9% | +24.0% |
| All | +54.9% | -55.5% | +110.4% | +68.7% |
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