-48.6%
KVYO vs DGX
+32.7%
-81.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | -12.1% | -0.9% | -11.2% | -12.1% |
| 30D | -5.2% | -1.2% | -4.0% | -5.1% |
| 3M | +14.5% | +15.8% | -1.3% | +12.8% |
| 6M | -17.6% | +18.2% | -35.8% | -19.1% |
| YTD | -49.6% | +37.2% | -86.8% | -49.1% |
| 1Y | -48.6% | +30.4% | -78.9% | -49.5% |
| All | -48.6% | +32.7% | -81.2% | -49.5% |
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