+136.0%
WMB vs KVYO
-55.5%
+191.4%
-12.4%
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 | -1.8% | -12.1% | +10.3% | -1.3% |
| 30D | -1.2% | -5.2% | +4.0% | -1.1% |
| 3M | +2.5% | +14.5% | -12.0% | +1.5% |
| 6M | -0.7% | -17.6% | +17.0% | -0.4% |
| YTD | +23.0% | -49.6% | +72.6% | +26.8% |
| 1Y | +26.7% | -48.6% | +75.2% | +30.0% |
| All | +136.0% | -55.5% | +191.4% | +139.2% |
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 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