-50.1%
KVYO vs GME
+20.0%
-70.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.2% |
| 7D | -12.1% | +10.4% | -22.5% | -12.7% |
| 30D | -5.2% | +14.1% | -19.2% | -6.0% |
| 3M | +14.5% | -4.6% | +19.1% | +14.7% |
| 6M | -17.6% | -13.5% | -4.1% | -17.1% |
| YTD | -49.6% | +5.3% | -54.9% | -49.8% |
| 1Y | -48.6% | -14.9% | -33.7% | -48.2% |
| All | -50.1% | +20.0% | -70.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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