-17.6%
KVYO vs BG
+3.4%
-21.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.6% |
| 7D | -12.1% | +3.1% | -15.2% | -12.5% |
| 30D | -5.2% | +10.2% | -15.4% | -7.0% |
| 3M | +14.5% | -1.7% | +16.2% | +19.3% |
| 6M | -17.6% | +1.0% | -18.6% | -11.8% |
| All | -17.6% | +3.4% | -21.1% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling