+223.8%
GS vs KVYO
-56.1%
+279.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -1.7% | -18.4% | +16.6% | +0.6% |
| 30D | -0.9% | -12.1% | +11.2% | +0.3% |
| 3M | +2.3% | +11.2% | -8.8% | -0.2% |
| 6M | +23.4% | -19.8% | +43.2% | +23.2% |
| YTD | +17.7% | -50.3% | +68.0% | +26.5% |
| 1Y | +35.1% | -48.3% | +83.4% | +43.1% |
| All | +223.8% | -56.1% | +279.9% | +234.8% |
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 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