-21.9%
WDAY vs KVYO
-55.5%
+33.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | -5.2% | -12.1% | +6.9% | -1.4% |
| 30D | +5.9% | -5.2% | +11.1% | +7.7% |
| 3M | +42.3% | +14.5% | +27.8% | +37.2% |
| 6M | +34.7% | -17.6% | +52.3% | +38.4% |
| YTD | -13.5% | -49.6% | +36.1% | -2.1% |
| 1Y | -18.1% | -48.6% | +30.5% | -8.2% |
| All | -21.9% | -55.5% | +33.6% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling