-50.1%
KVYO vs EXEL
+161.8%
-211.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.5% |
| 7D | -12.1% | -4.9% | -7.2% | -11.9% |
| 30D | -5.2% | +11.4% | -16.6% | -5.7% |
| 3M | +14.5% | +4.9% | +9.6% | +14.4% |
| 6M | -17.6% | +34.4% | -52.0% | -18.7% |
| YTD | -49.6% | +28.0% | -77.7% | -50.0% |
| 1Y | -48.6% | +43.6% | -92.2% | -49.8% |
| All | -50.1% | +161.8% | -211.8% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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