-50.1%
KVYO vs CGNX
+48.6%
-98.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +1.0% |
| 7D | -12.1% | +3.2% | -15.3% | -12.4% |
| 30D | -5.2% | +6.0% | -11.2% | -5.9% |
| 3M | +14.5% | +3.5% | +10.9% | +13.5% |
| 6M | -17.6% | +26.3% | -43.9% | -21.6% |
| YTD | -49.6% | +79.2% | -128.9% | -57.3% |
| 1Y | -48.6% | +43.8% | -92.3% | -53.6% |
| All | -50.1% | +48.6% | -98.6% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling