-50.1%
KVYO vs PFG
+66.2%
-116.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.7% |
| 7D | -12.1% | -0.4% | -11.7% | -11.8% |
| 30D | -5.2% | +2.9% | -8.0% | -7.0% |
| 3M | +14.5% | +6.7% | +7.8% | +9.2% |
| 6M | -17.6% | +33.8% | -51.4% | -33.5% |
| YTD | -49.6% | +35.0% | -84.6% | -59.6% |
| 1Y | -48.6% | +46.4% | -95.0% | -61.4% |
| All | -50.1% | +66.2% | -116.3% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling