-50.1%
KVYO vs GDDY
+31.2%
-81.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.2% |
| 7D | -12.1% | -3.2% | -8.9% | -10.4% |
| 30D | -5.2% | +6.8% | -12.0% | -9.6% |
| 3M | +14.5% | +30.5% | -16.0% | -6.7% |
| 6M | -17.6% | +13.3% | -30.9% | -25.1% |
| YTD | -49.6% | -21.0% | -28.7% | -42.6% |
| 1Y | -48.6% | -34.0% | -14.6% | -34.5% |
| All | -50.1% | +31.2% | -81.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling