-20.6%
BSX vs KVYO
-55.5%
+34.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -10.1% | -12.1% | +2.0% | -9.4% |
| 30D | -16.4% | -5.2% | -11.3% | -16.3% |
| 3M | -8.9% | +14.5% | -23.4% | -10.1% |
| 6M | -38.3% | -17.6% | -20.7% | -38.5% |
| YTD | -54.9% | -49.6% | -5.3% | -53.1% |
| 1Y | -58.8% | -48.6% | -10.3% | -57.4% |
| All | -20.6% | -55.5% | +34.9% | -19.5% |
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