+44.6%
DXCM vs KVYO
-18.3%
+62.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.6% |
| 7D | +12.5% | +3.9% | +8.6% | +12.2% |
| 30D | +1.8% | +27.9% | -26.1% | +0.1% |
| 3M | +1.8% | +11.8% | -10.1% | +0.6% |
| 6M | +47.4% | -4.9% | +52.3% | +43.9% |
| YTD | +33.3% | -34.2% | +67.5% | +29.5% |
| 1Y | +44.6% | -17.8% | +62.5% | +48.2% |
| All | +44.6% | -18.3% | +62.9% | +48.2% |
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