-16.4%
IDXX vs KVYO
-39.6%
+23.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.8% | +7.0% | +1.6% |
| 7D | -3.5% | -7.6% | +4.1% | -3.0% |
| 30D | -8.4% | -3.6% | -4.9% | -8.4% |
| 3M | -5.2% | +17.9% | -23.1% | -6.6% |
| 6M | -17.5% | -4.7% | -12.8% | -19.3% |
| YTD | -20.9% | -42.7% | +21.8% | -18.4% |
| 1Y | -16.4% | -40.3% | +23.9% | -15.6% |
| All | -16.4% | -39.6% | +23.2% | -15.6% |
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