-40.3%
KVYO vs CGNX
+42.4%
-82.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.4% | -8.2% | -5.5% |
| 7D | -7.6% | +3.0% | -10.6% | -7.2% |
| 30D | -3.6% | -11.8% | +8.3% | -5.2% |
| 3M | +17.9% | -3.6% | +21.5% | +18.3% |
| 6M | -4.7% | +17.4% | -22.1% | -2.2% |
| YTD | -42.7% | +73.7% | -116.4% | -42.8% |
| 1Y | -40.3% | +41.5% | -81.8% | -38.8% |
| All | -40.3% | +42.4% | -82.7% | -38.8% |
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