-35.4%
CG vs KVYO
-47.3%
+11.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | -9.9% | -12.1% | +2.2% | -8.3% |
| 30D | -11.7% | -5.2% | -6.5% | -11.2% |
| 3M | -4.3% | +14.5% | -18.8% | -6.2% |
| 6M | -8.8% | -17.6% | +8.9% | -8.7% |
| YTD | -26.9% | -49.6% | +22.8% | -22.9% |
| 1Y | -35.4% | -48.6% | +13.1% | -33.1% |
| All | -35.4% | -47.3% | +11.9% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling