-50.8%
KVYO vs GPC
-1.0%
-49.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -18.4% | -1.8% | -16.6% | -18.0% |
| 30D | -12.1% | +0.1% | -12.2% | -12.3% |
| 3M | +11.2% | +37.4% | -26.2% | +2.6% |
| 6M | -19.8% | +25.4% | -45.2% | -24.5% |
| YTD | -50.3% | +12.2% | -62.5% | -52.0% |
| 1Y | -48.3% | -0.3% | -47.9% | -48.3% |
| All | -50.8% | -1.0% | -49.7% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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