-50.1%
KVYO vs VIG
+56.2%
-106.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.3% |
| 7D | -12.1% | -1.1% | -11.0% | -10.5% |
| 30D | -5.2% | -2.7% | -2.4% | -0.8% |
| 3M | +14.5% | +2.5% | +11.9% | +10.3% |
| 6M | -17.6% | +9.2% | -26.9% | -29.0% |
| YTD | -49.6% | +9.8% | -59.4% | -57.0% |
| 1Y | -48.6% | +12.4% | -60.9% | -57.9% |
| All | -50.1% | +56.2% | -106.3% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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