-1.1%
GEHC vs KVYO
-55.5%
+54.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -7.2% | -12.1% | +4.9% | -5.7% |
| 30D | -11.6% | -5.2% | -6.4% | -11.2% |
| 3M | -0.8% | +14.5% | -15.3% | -3.0% |
| 6M | -11.9% | -17.6% | +5.7% | -12.0% |
| YTD | -21.9% | -49.6% | +27.7% | -16.4% |
| 1Y | -17.8% | -48.6% | +30.7% | -12.8% |
| All | -1.1% | -55.5% | +54.3% | +0.8% |
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