-50.3%
KVYO vs ABCL
+114.6%
-164.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.4% | -5.6% | -8.5% |
| 7D | -15.7% | -2.7% | -13.0% | -15.3% |
| 30D | -9.0% | +18.3% | -27.3% | -12.0% |
| 3M | +10.1% | +108.5% | -98.4% | -5.7% |
| 6M | -20.6% | +213.9% | -234.6% | -38.1% |
| YTD | -49.9% | +223.1% | -273.0% | -61.4% |
| 1Y | -49.4% | +160.6% | -210.0% | -60.6% |
| All | -50.3% | +114.6% | -164.9% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling