+26.2%
GM vs KVYO
-27.1%
+53.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.5% |
| 7D | -1.4% | +2.8% | -4.2% | -1.4% |
| 30D | +6.4% | +19.0% | -12.6% | +6.5% |
| 3M | -0.7% | +23.8% | -24.5% | -0.5% |
| 6M | +9.9% | +31.0% | -21.0% | +10.9% |
| YTD | +6.7% | -36.2% | +42.9% | +10.1% |
| 1Y | +26.2% | -28.1% | +54.3% | +25.7% |
| All | +26.2% | -27.1% | +53.4% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling