-50.1%
KVYO vs IAG
+716.9%
-767.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | -12.1% | -1.1% | -11.0% | -12.1% |
| 30D | -5.2% | +12.1% | -17.3% | -5.6% |
| 3M | +14.5% | +25.5% | -11.0% | +13.3% |
| 6M | -17.6% | -7.1% | -10.5% | -16.6% |
| YTD | -49.6% | +22.9% | -72.5% | -50.9% |
| 1Y | -48.6% | +83.3% | -131.9% | -52.4% |
| All | -50.1% | +716.9% | -767.0% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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