+6.4%
YUM vs KVYO
-39.6%
+46.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | -1.4% |
| 7D | -2.0% | -7.6% | +5.6% | -2.3% |
| 30D | -1.1% | -3.6% | +2.5% | -1.0% |
| 3M | +1.8% | +17.9% | -16.2% | +2.5% |
| 6M | -4.7% | -4.7% | 0.0% | -4.4% |
| YTD | +0.6% | -42.7% | +43.3% | +2.1% |
| 1Y | +6.4% | -40.3% | +46.7% | +8.1% |
| All | +6.4% | -39.6% | +46.0% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling