-28.0%
KVYO vs DGX
+42.2%
-70.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | -0.6% | +1.2% | -1.8% | -0.8% |
| 30D | +24.1% | +11.2% | +12.9% | +22.5% |
| 3M | +15.6% | +9.3% | +6.3% | +14.2% |
| 6M | +36.8% | +37.4% | -0.6% | +30.4% |
| YTD | -34.6% | +51.6% | -86.2% | -36.1% |
| 1Y | -28.0% | +39.3% | -67.3% | -27.1% |
| All | -28.0% | +42.2% | -70.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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