+39.0%
WM vs KVYO
-55.5%
+94.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | -2.5% | -12.1% | +9.6% | -2.4% |
| 30D | -5.7% | -5.2% | -0.5% | -5.6% |
| 3M | -2.4% | +14.5% | -16.9% | -2.7% |
| 6M | -9.0% | -17.6% | +8.6% | -9.0% |
| YTD | -2.0% | -49.6% | +47.6% | -1.8% |
| 1Y | -1.6% | -48.6% | +46.9% | -1.5% |
| All | +39.0% | -55.5% | +94.5% | +39.2% |
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