-8.8%
DXCM vs KVYO
-56.1%
+47.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -5.8% | -18.4% | +12.6% | -3.6% |
| 30D | -5.6% | -12.1% | +6.5% | -4.4% |
| 3M | +13.0% | +11.2% | +1.9% | +11.0% |
| 6M | +24.7% | -19.8% | +44.4% | +24.8% |
| YTD | +27.3% | -50.3% | +77.7% | +35.2% |
| 1Y | +11.2% | -48.3% | +59.4% | +16.5% |
| All | -8.8% | -56.1% | +47.3% | -4.8% |
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