+67.8%
GD vs KVYO
-51.3%
+119.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.6% |
| 7D | -3.5% | -13.3% | +9.9% | -2.9% |
| 30D | -9.0% | +7.6% | -16.7% | -9.4% |
| 3M | +5.1% | +17.5% | -12.5% | +4.0% |
| 6M | -1.0% | -14.7% | +13.7% | -1.1% |
| YTD | +7.3% | -44.9% | +52.2% | +9.2% |
| 1Y | +12.4% | -46.1% | +58.6% | +14.2% |
| All | +67.8% | -51.3% | +119.1% | +68.0% |
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