-0.3%
WFC vs KVYO
-20.3%
+20.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.9% |
| 7D | 0.0% | +1.9% | -1.9% | -0.1% |
| 30D | +4.0% | +25.4% | -21.3% | +3.6% |
| 3M | -4.4% | +7.8% | -12.2% | -4.6% |
| 6M | +7.4% | -10.8% | +18.2% | +7.1% |
| YTD | -7.5% | -35.9% | +28.4% | -8.0% |
| 1Y | -0.3% | -22.6% | +22.2% | -3.8% |
| All | -0.3% | -20.3% | +20.0% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling