-28.0%
KVYO vs CGNX
+34.8%
-62.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +4.2% |
| 7D | -0.6% | -2.5% | +1.9% | -1.0% |
| 30D | +24.1% | -16.3% | +40.4% | +19.8% |
| 3M | +15.6% | -17.7% | +33.3% | +11.7% |
| 6M | +36.8% | -22.9% | +59.7% | +31.8% |
| YTD | -34.6% | +44.4% | -79.0% | -35.4% |
| 1Y | -28.0% | +35.6% | -63.6% | -26.1% |
| All | -28.0% | +34.8% | -62.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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