+5.8%
GLXY vs KVYO
-53.8%
+59.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -8.9% | -18.4% | +9.4% | -7.6% |
| 30D | +19.9% | -12.1% | +32.0% | +20.8% |
| 3M | -20.0% | +11.2% | -31.1% | -22.7% |
| 6M | +10.5% | -19.8% | +30.3% | +9.6% |
| YTD | +7.9% | -50.3% | +58.2% | +16.1% |
| 1Y | -7.5% | -48.3% | +40.8% | -3.0% |
| All | +5.8% | -53.8% | +59.6% | +17.8% |
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