-0.9%
GTLB vs KVYO
-55.5%
+54.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -5.7% | -12.1% | +6.4% | -0.9% |
| 30D | +15.1% | -5.2% | +20.3% | +16.7% |
| 3M | +65.5% | +14.5% | +51.0% | +54.5% |
| 6M | +102.9% | -17.6% | +120.5% | +107.2% |
| YTD | +25.2% | -49.6% | +74.8% | +51.2% |
| 1Y | -5.5% | -48.6% | +43.0% | +12.0% |
| All | -0.9% | -55.5% | +54.6% | +18.4% |
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