+17.5%
YUM vs KVYO
-55.5%
+73.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.1% |
| 7D | -6.1% | -12.1% | +6.0% | -6.0% |
| 30D | -5.8% | -5.2% | -0.7% | -5.8% |
| 3M | -7.6% | +14.5% | -22.1% | -7.7% |
| 6M | -9.1% | -17.6% | +8.5% | -9.3% |
| YTD | -5.5% | -49.6% | +44.1% | -4.4% |
| 1Y | -3.7% | -48.6% | +44.8% | -2.7% |
| All | +17.5% | -55.5% | +73.0% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling