+107.2%
GILD vs KVYO
-55.5%
+162.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -4.8% | -12.1% | +7.3% | -4.6% |
| 30D | +5.8% | -5.2% | +10.9% | +5.9% |
| 3M | +14.9% | +14.5% | +0.4% | +14.7% |
| 6M | -0.4% | -17.6% | +17.3% | -0.4% |
| YTD | +18.5% | -49.6% | +68.1% | +20.4% |
| 1Y | +25.1% | -48.6% | +73.7% | +26.9% |
| All | +107.2% | -55.5% | +162.7% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling