-22.6%
KVYO vs PFGC
+17.6%
-40.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.5% |
| 7D | +1.9% | +12.5% | -10.6% | +6.1% |
| 30D | +25.4% | +17.0% | +8.4% | +32.9% |
| 3M | +7.8% | -2.1% | +9.9% | +5.6% |
| 6M | -10.8% | +25.9% | -36.7% | +5.8% |
| YTD | -35.9% | +22.0% | -57.9% | -26.3% |
| 1Y | -22.6% | +14.8% | -37.4% | -8.1% |
| All | -22.6% | +17.6% | -40.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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