+34.5%
WEC vs KVYO
-55.5%
+90.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.6% | -12.1% | +11.5% | -0.9% |
| 30D | -2.6% | -5.2% | +2.5% | -2.7% |
| 3M | -6.0% | +14.5% | -20.5% | -5.6% |
| 6M | -5.4% | -17.6% | +12.2% | -5.3% |
| YTD | +2.5% | -49.6% | +52.1% | +1.7% |
| 1Y | -0.7% | -48.6% | +47.8% | -1.3% |
| All | +34.5% | -55.5% | +90.0% | +33.9% |
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