-2.2%
IDXX vs KVYO
-27.6%
+25.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +4.1% | +2.5% | +1.5% | +3.8% |
| 30D | +34.2% | +25.9% | +8.3% | +31.7% |
| 3M | +22.3% | +23.7% | -1.4% | +20.0% |
| 6M | +30.7% | +47.7% | -16.9% | +26.5% |
| YTD | +3.2% | -34.3% | +37.5% | +8.0% |
| 1Y | -2.2% | -27.2% | +25.1% | -1.6% |
| All | -2.2% | -27.6% | +25.4% | -1.6% |
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