+126.9%
ILMN vs KVYO
-35.9%
+162.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.3% | +1.6% | +3.8% |
| 7D | -2.6% | +0.8% | -3.4% | -2.8% |
| 30D | +9.2% | +3.5% | +5.7% | +8.6% |
| 3M | +29.7% | +25.9% | +3.7% | +26.6% |
| 6M | +71.1% | +4.7% | +66.4% | +65.5% |
| YTD | +69.0% | -39.1% | +108.1% | +73.4% |
| All | +126.9% | -35.9% | +162.8% | +120.9% |
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