-50.1%
KVYO vs TROW
+9.3%
-59.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.2% |
| 7D | -12.1% | -3.2% | -8.9% | -10.0% |
| 30D | -5.2% | -4.6% | -0.6% | -2.0% |
| 3M | +14.5% | -0.7% | +15.1% | +15.1% |
| 6M | -17.6% | +22.2% | -39.8% | -29.1% |
| YTD | -49.6% | +6.6% | -56.2% | -52.4% |
| 1Y | -48.6% | +5.8% | -54.4% | -51.2% |
| All | -50.1% | +9.3% | -59.3% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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