+26.4%
ISRG vs KVYO
-55.5%
+81.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.2% |
| 7D | +0.7% | -12.1% | +12.8% | +2.5% |
| 30D | -8.0% | -5.2% | -2.8% | -7.6% |
| 3M | -10.6% | +14.5% | -25.1% | -13.0% |
| 6M | -25.1% | -17.6% | -7.5% | -25.2% |
| YTD | -34.8% | -49.6% | +14.8% | -29.5% |
| 1Y | -19.0% | -48.6% | +29.5% | -13.4% |
| All | +26.4% | -55.5% | +81.9% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling