+67.5%
GD vs KVYO
-55.5%
+122.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.4% |
| 7D | -1.0% | -12.1% | +11.1% | -0.4% |
| 30D | -9.7% | -5.2% | -4.6% | -9.6% |
| 3M | -0.4% | +14.5% | -14.9% | -1.3% |
| 6M | +1.5% | -17.6% | +19.1% | +1.4% |
| YTD | +7.1% | -49.6% | +56.7% | +9.4% |
| 1Y | +9.9% | -48.6% | +58.4% | +11.7% |
| All | +67.5% | -55.5% | +122.9% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling