+349.4%
AVGO vs KVYO
-55.5%
+404.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +1.1% | -12.1% | +13.2% | +3.2% |
| 30D | -13.0% | -5.2% | -7.8% | -12.6% |
| 3M | -6.0% | +14.5% | -20.5% | -9.7% |
| 6M | +6.4% | -17.6% | +24.0% | +5.7% |
| YTD | +5.0% | -49.6% | +54.6% | +16.0% |
| 1Y | +1.4% | -48.6% | +49.9% | +10.3% |
| All | +349.4% | -55.5% | +404.9% | +367.0% |
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