+41.0%
WM vs KVYO
-55.7%
+96.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.4% | -0.5% |
| 7D | -1.2% | -15.7% | +14.6% | -1.0% |
| 30D | -4.5% | -9.0% | +4.5% | -4.4% |
| 3M | -2.2% | +10.1% | -12.3% | -2.4% |
| 6M | -11.5% | -20.6% | +9.2% | -11.4% |
| YTD | -0.7% | -49.9% | +49.2% | -0.5% |
| 1Y | +0.3% | -49.4% | +49.7% | +0.5% |
| All | +41.0% | -55.7% | +96.7% | +41.1% |
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