+85.7%
ABBV vs KVYO
-55.5%
+141.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +0.3% | -12.1% | +12.3% | +0.4% |
| 30D | +3.4% | -5.2% | +8.5% | +3.4% |
| 3M | +15.2% | +14.5% | +0.7% | +15.1% |
| 6M | +14.7% | -17.6% | +32.3% | +14.8% |
| YTD | +15.2% | -49.6% | +64.8% | +16.6% |
| 1Y | +20.4% | -48.6% | +68.9% | +21.8% |
| All | +85.7% | -55.5% | +141.1% | +84.7% |
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