+45.8%
IGV vs KVYO
-55.5%
+101.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -2.9% | -12.1% | +9.2% | +0.1% |
| 30D | -1.5% | -5.2% | +3.6% | -0.5% |
| 3M | +11.7% | +14.5% | -2.8% | +7.1% |
| 6M | +18.4% | -17.6% | +36.1% | +19.2% |
| YTD | -3.9% | -49.6% | +45.7% | +7.1% |
| 1Y | -9.7% | -48.6% | +38.9% | -0.5% |
| All | +45.8% | -55.5% | +101.3% | +54.2% |
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