-22.6%
KVYO vs SPYG
+4.8%
-27.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.2% | -1.6% |
| 7D | +1.9% | -7.0% | +8.9% | +3.1% |
| 30D | +25.4% | -12.1% | +37.5% | +28.2% |
| 3M | +7.8% | -9.0% | +16.8% | +9.5% |
| 6M | -10.8% | -2.0% | -8.8% | -10.1% |
| YTD | -35.9% | +4.6% | -40.5% | -36.6% |
| 1Y | -22.6% | +4.4% | -27.0% | -23.8% |
| All | -22.6% | +4.8% | -27.4% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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