-40.3%
KVYO vs PEGA
-30.0%
-10.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.9% | -5.2% |
| 7D | -7.6% | +3.3% | -10.9% | -9.7% |
| 30D | -3.6% | +17.7% | -21.3% | -13.5% |
| 3M | +17.9% | +5.8% | +12.1% | +12.2% |
| 6M | -4.7% | -20.3% | +15.5% | +6.6% |
| YTD | -42.7% | -37.1% | -5.5% | -27.1% |
| 1Y | -40.3% | -30.2% | -10.1% | -33.0% |
| All | -40.3% | -30.0% | -10.3% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling