+42.1%
GSK vs KVYO
-55.5%
+97.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -3.5% | -12.1% | +8.6% | -3.7% |
| 30D | -3.4% | -5.2% | +1.7% | -3.5% |
| 3M | -8.1% | +14.5% | -22.6% | -7.8% |
| 6M | -11.1% | -17.6% | +6.5% | -11.0% |
| YTD | +0.7% | -49.6% | +50.4% | +1.3% |
| 1Y | +20.1% | -48.6% | +68.7% | +20.9% |
| All | +42.1% | -55.5% | +97.6% | +39.8% |
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