+229.1%
GS vs KVYO
-51.3%
+280.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.3% |
| 7D | +3.4% | -13.3% | +16.7% | +5.1% |
| 30D | +0.2% | +7.6% | -7.4% | -1.1% |
| 3M | -0.3% | +17.5% | -17.9% | -3.3% |
| 6M | +27.4% | -14.7% | +42.1% | +26.6% |
| YTD | +19.6% | -44.9% | +64.6% | +27.0% |
| 1Y | +42.5% | -46.1% | +88.6% | +50.9% |
| All | +229.1% | -51.3% | +280.5% | +236.2% |
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