+40.2%
GDX vs KVYO
-47.3%
+87.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.2% |
| 7D | -2.2% | -12.1% | +9.9% | -2.9% |
| 30D | +6.8% | -5.2% | +11.9% | +6.6% |
| 3M | +24.9% | +14.5% | +10.5% | +26.3% |
| 6M | -4.2% | -17.6% | +13.4% | -5.1% |
| YTD | +13.2% | -49.6% | +62.8% | +13.2% |
| 1Y | +40.2% | -48.6% | +88.8% | +46.1% |
| All | +40.2% | -47.3% | +87.5% | +46.1% |
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