-48.6%
KVYO vs PFGC
-10.1%
-38.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.2% |
| 7D | -12.1% | -4.8% | -7.3% | -13.9% |
| 30D | -5.2% | -12.5% | +7.4% | -10.3% |
| 3M | +14.5% | -9.7% | +24.2% | +10.6% |
| 6M | -17.6% | +7.0% | -24.6% | -9.8% |
| YTD | -49.6% | +4.5% | -54.1% | -46.2% |
| 1Y | -48.6% | -11.6% | -37.0% | -42.9% |
| All | -48.6% | -10.1% | -38.5% | -42.9% |
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