+25.8%
XLP vs KVYO
-55.5%
+81.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | -1.4% | -12.1% | +10.7% | -1.3% |
| 30D | -2.0% | -5.2% | +3.2% | -2.0% |
| 3M | -1.5% | +14.5% | -16.0% | -1.6% |
| 6M | -0.2% | -17.6% | +17.4% | -0.2% |
| YTD | +8.7% | -49.6% | +58.3% | +9.6% |
| 1Y | +6.3% | -48.6% | +54.9% | +7.1% |
| All | +25.8% | -55.5% | +81.3% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling