+107.9%
ILMN vs KVYO
-47.3%
+155.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +2.5% |
| 7D | -5.4% | -12.1% | +6.7% | -4.4% |
| 30D | +7.0% | -5.2% | +12.2% | +7.3% |
| 3M | +24.2% | +14.5% | +9.7% | +22.3% |
| 6M | +69.9% | -17.6% | +87.5% | +67.7% |
| YTD | +57.4% | -49.6% | +107.0% | +63.0% |
| 1Y | +107.9% | -48.6% | +156.4% | +103.3% |
| All | +107.9% | -47.3% | +155.2% | +103.3% |
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