-21.8%
IDXX vs KVYO
-47.3%
+25.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -5.7% | -12.1% | +6.4% | -4.8% |
| 30D | -11.5% | -5.2% | -6.4% | -11.3% |
| 3M | -9.5% | +14.5% | -24.0% | -10.5% |
| 6M | -16.0% | -17.6% | +1.7% | -16.8% |
| YTD | -25.4% | -49.6% | +24.2% | -22.6% |
| 1Y | -21.8% | -48.6% | +26.8% | -20.9% |
| All | -21.8% | -47.3% | +25.6% | -20.9% |
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