-19.8%
GFS vs KVYO
-55.7%
+36.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.1% | +11.0% | +3.1% |
| 7D | +4.5% | -15.7% | +20.2% | +6.7% |
| 30D | -8.2% | -9.0% | +0.8% | -7.6% |
| 3M | -38.9% | +10.1% | -48.9% | -41.2% |
| 6M | -2.9% | -20.6% | +17.8% | -2.9% |
| YTD | +31.8% | -49.9% | +81.7% | +45.5% |
| 1Y | +43.1% | -49.4% | +92.5% | +56.1% |
| All | -19.8% | -55.7% | +36.0% | -15.8% |
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