-2.5%
IBM vs KVYO
-39.6%
+37.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +1.2% |
| 7D | -0.3% | -7.6% | +7.3% | +1.2% |
| 30D | +0.3% | -3.6% | +3.9% | +0.4% |
| 3M | -21.6% | +17.9% | -39.5% | -25.0% |
| 6M | -4.7% | -4.7% | 0.0% | -8.2% |
| YTD | -19.1% | -42.7% | +23.6% | -22.7% |
| 1Y | -2.5% | -40.3% | +37.8% | -7.8% |
| All | -2.5% | -39.6% | +37.1% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling