+309.1%
KLAC vs KVYO
-55.5%
+364.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +1.9% |
| 7D | -2.7% | -12.1% | +9.4% | -1.9% |
| 30D | -13.2% | -5.2% | -8.0% | -13.1% |
| 3M | -25.0% | +14.5% | -39.5% | -26.8% |
| 6M | +23.6% | -17.6% | +41.2% | +22.3% |
| YTD | +49.2% | -49.6% | +98.8% | +61.1% |
| 1Y | +89.3% | -48.6% | +137.9% | +101.7% |
| All | +309.1% | -55.5% | +364.6% | +307.4% |
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 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