+66.7%
GD vs KVYO
-56.1%
+122.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -3.2% | -18.4% | +15.2% | -2.4% |
| 30D | -9.6% | -12.1% | +2.5% | -9.2% |
| 3M | +4.3% | +11.2% | -6.8% | +3.5% |
| 6M | +0.5% | -19.8% | +20.3% | +0.6% |
| YTD | +6.6% | -50.3% | +56.9% | +8.9% |
| 1Y | +11.6% | -48.3% | +59.8% | +13.4% |
| All | +66.7% | -56.1% | +122.8% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling