+52.1%
AMGN vs KVYO
-55.5%
+107.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.4% |
| 7D | -13.7% | -12.1% | -1.6% | -13.4% |
| 30D | -8.8% | -5.2% | -3.6% | -8.7% |
| 3M | +7.2% | +14.5% | -7.3% | +7.0% |
| 6M | +1.3% | -17.6% | +18.9% | +1.3% |
| YTD | +17.6% | -49.6% | +67.3% | +20.0% |
| 1Y | +37.2% | -48.6% | +85.7% | +39.6% |
| All | +52.1% | -55.5% | +107.6% | +50.1% |
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 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