+460.3%
GLW vs KVYO
-55.5%
+515.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +2.1% |
| 7D | +7.8% | -12.1% | +19.9% | +7.2% |
| 30D | -0.4% | -5.2% | +4.7% | -0.6% |
| 3M | -5.6% | +14.5% | -20.1% | -5.3% |
| 6M | +26.7% | -17.6% | +44.3% | +26.0% |
| YTD | +91.0% | -49.6% | +140.7% | +99.4% |
| 1Y | +122.4% | -48.6% | +171.0% | +130.3% |
| All | +460.3% | -55.5% | +515.8% | +469.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling