-50.1%
KVYO vs GGLL
+238.4%
-288.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.8% |
| 7D | -12.1% | -0.3% | -11.8% | -12.0% |
| 30D | -5.2% | -4.0% | -1.2% | -4.5% |
| 3M | +14.5% | -15.5% | +30.0% | +16.8% |
| 6M | -17.6% | +7.6% | -25.2% | -21.7% |
| YTD | -49.6% | +2.0% | -51.6% | -51.8% |
| 1Y | -48.6% | +63.9% | -112.5% | -56.9% |
| All | -50.1% | +238.4% | -288.5% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling