-36.6%
KVYO vs GGLL
+84.3%
-120.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +2.3% |
| 7D | +0.8% | +0.8% | -0.1% | +0.7% |
| 30D | +3.5% | -18.8% | +22.3% | +3.6% |
| 3M | +25.9% | -14.3% | +40.3% | +25.6% |
| 6M | +4.7% | +13.9% | -9.2% | +3.2% |
| YTD | -39.1% | +4.7% | -43.9% | -39.6% |
| All | -36.6% | +84.3% | -120.8% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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