-50.1%
KVYO vs PEGA
+68.3%
-118.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +0.7% |
| 7D | -12.1% | -3.0% | -9.1% | -10.7% |
| 30D | -5.2% | +15.9% | -21.1% | -11.1% |
| 3M | +14.5% | +10.8% | +3.6% | +9.1% |
| 6M | -17.6% | -16.5% | -1.1% | -11.3% |
| YTD | -49.6% | -39.0% | -10.6% | -38.8% |
| 1Y | -48.6% | -37.3% | -11.3% | -38.5% |
| All | -50.1% | +68.3% | -118.3% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling