-50.1%
KVYO vs INCY
+100.0%
-150.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | -12.1% | -4.2% | -7.9% | -11.6% |
| 30D | -5.2% | +0.6% | -5.7% | -5.4% |
| 3M | +14.5% | +12.6% | +1.8% | +12.9% |
| 6M | -17.6% | +28.3% | -45.9% | -20.0% |
| YTD | -49.6% | +23.0% | -72.6% | -51.0% |
| 1Y | -48.6% | +41.0% | -89.5% | -51.3% |
| All | -50.1% | +100.0% | -150.0% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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