+26.7%
XLP vs KVYO
-51.3%
+78.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.6% |
| 7D | -1.4% | -13.3% | +11.9% | -1.3% |
| 30D | -1.3% | +7.6% | -8.9% | -1.4% |
| 3M | +1.8% | +17.5% | -15.7% | +1.7% |
| 6M | -0.8% | -14.7% | +13.9% | -0.8% |
| YTD | +9.5% | -44.9% | +54.4% | +10.4% |
| 1Y | +7.2% | -46.1% | +53.3% | +8.0% |
| All | +26.7% | -51.3% | +78.1% | +25.8% |
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 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