+449.3%
GLW vs KVYO
-56.1%
+505.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.2% |
| 7D | +11.7% | -18.4% | +30.1% | +10.7% |
| 30D | +2.7% | -12.1% | +14.8% | +2.2% |
| 3M | -2.8% | +11.2% | -14.0% | -2.6% |
| 6M | +20.2% | -19.8% | +39.9% | +19.5% |
| YTD | +87.3% | -50.3% | +137.6% | +95.4% |
| 1Y | +119.6% | -48.3% | +167.8% | +126.6% |
| All | +449.3% | -56.1% | +505.4% | +458.3% |
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