-50.1%
KVYO vs BG
+17.5%
-67.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.5% |
| 7D | -12.1% | +3.1% | -15.2% | -12.2% |
| 30D | -5.2% | +10.2% | -15.4% | -5.6% |
| 3M | +14.5% | -1.7% | +16.2% | +14.8% |
| 6M | -17.6% | +1.0% | -18.6% | -17.3% |
| YTD | -49.6% | +39.9% | -89.5% | -50.0% |
| 1Y | -48.6% | +53.2% | -101.8% | -49.5% |
| All | -50.1% | +17.5% | -67.6% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling