-50.8%
KVYO vs LII
+1.3%
-52.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -18.4% | -3.5% | -14.9% | -17.8% |
| 30D | -12.1% | -13.5% | +1.4% | -9.6% |
| 3M | +11.2% | -26.0% | +37.2% | +16.2% |
| 6M | -19.8% | -26.8% | +7.1% | -17.2% |
| YTD | -50.3% | -22.9% | -27.5% | -50.5% |
| 1Y | -48.3% | -32.6% | -15.6% | -45.5% |
| All | -50.8% | +1.3% | -52.1% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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