+46.2%
GFS vs KVYO
-47.3%
+93.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +2.2% |
| 7D | +3.8% | -12.1% | +15.9% | +3.3% |
| 30D | -11.7% | -5.2% | -6.6% | -11.8% |
| 3M | -41.8% | +14.5% | -56.3% | -42.1% |
| 6M | +6.6% | -17.6% | +24.3% | +8.1% |
| YTD | +34.6% | -49.6% | +84.3% | +45.0% |
| 1Y | +46.2% | -48.6% | +94.7% | +56.5% |
| All | +46.2% | -47.3% | +93.5% | +56.5% |
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