+31.6%
XLV vs KVYO
-55.5%
+87.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -3.6% | -12.1% | +8.5% | -3.1% |
| 30D | -1.8% | -5.2% | +3.3% | -1.7% |
| 3M | +7.8% | +14.5% | -6.7% | +7.0% |
| 6M | +9.1% | -17.6% | +26.7% | +9.1% |
| YTD | +7.7% | -49.6% | +57.3% | +10.3% |
| 1Y | +20.4% | -48.6% | +69.0% | +22.9% |
| All | +31.6% | -55.5% | +87.1% | +31.0% |
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