-40.3%
KVYO vs PFG
+51.4%
-91.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.1% |
| 7D | -7.6% | +5.5% | -13.2% | -10.0% |
| 30D | -3.6% | +2.4% | -5.9% | -4.6% |
| 3M | +17.9% | +13.6% | +4.4% | +10.6% |
| 6M | -4.7% | +27.9% | -32.6% | -16.0% |
| YTD | -42.7% | +35.6% | -78.2% | -49.8% |
| 1Y | -40.3% | +48.5% | -88.7% | -48.4% |
| All | -40.3% | +51.4% | -91.6% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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