-6.2%
IONQ vs KVYO
-39.6%
+33.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.8% | +7.1% | +2.1% |
| 7D | +0.8% | -7.6% | +8.5% | +1.9% |
| 30D | -1.0% | -3.6% | +2.5% | -1.0% |
| 3M | -39.8% | +17.9% | -57.7% | -42.4% |
| 6M | +6.4% | -4.7% | +11.1% | -1.3% |
| YTD | -11.9% | -42.7% | +30.8% | -1.3% |
| 1Y | -6.2% | -40.3% | +34.1% | +4.0% |
| All | -6.2% | -39.6% | +33.5% | +4.0% |
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