-17.8%
KVYO vs ABCL
+138.2%
-156.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | +3.9% | -10.0% | +13.9% | +5.0% |
| 30D | +27.9% | -10.9% | +38.8% | +29.1% |
| 3M | +11.8% | +101.6% | -89.8% | 0.0% |
| 6M | -4.9% | +167.5% | -172.5% | -19.8% |
| YTD | -34.2% | +259.1% | -293.3% | -47.6% |
| 1Y | -17.8% | +152.2% | -170.0% | -36.4% |
| All | -17.8% | +138.2% | -156.1% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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