+165.8%
GM vs KVYO
-55.5%
+221.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -2.4% | -12.1% | +9.7% | -1.2% |
| 30D | -1.1% | -5.2% | +4.0% | -0.8% |
| 3M | +6.1% | +14.5% | -8.4% | +4.3% |
| 6M | +15.0% | -17.6% | +32.6% | +14.6% |
| YTD | +6.0% | -49.6% | +55.6% | +12.9% |
| 1Y | +47.1% | -48.6% | +95.6% | +54.8% |
| All | +165.8% | -55.5% | +221.3% | +171.5% |
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