-50.3%
KVYO vs GGLL
+223.9%
-274.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.5% | -4.5% | -8.3% |
| 7D | -15.7% | -3.9% | -11.8% | -15.1% |
| 30D | -9.0% | -15.4% | +6.4% | -6.4% |
| 3M | +10.1% | -21.9% | +32.0% | +13.8% |
| 6M | -20.6% | +4.5% | -25.1% | -24.2% |
| YTD | -49.9% | -2.4% | -47.5% | -51.6% |
| 1Y | -49.4% | +57.8% | -107.2% | -57.3% |
| All | -50.3% | +223.9% | -274.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling