-50.1%
KVYO vs PFGC
+53.1%
-103.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | -12.1% | -4.8% | -7.3% | -10.8% |
| 30D | -5.2% | -12.5% | +7.4% | -1.6% |
| 3M | +14.5% | -9.7% | +24.2% | +17.8% |
| 6M | -17.6% | +7.0% | -24.6% | -20.7% |
| YTD | -49.6% | +4.5% | -54.1% | -52.5% |
| 1Y | -48.6% | -11.6% | -37.0% | -45.6% |
| All | -50.1% | +53.1% | -103.2% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling