-50.1%
KVYO vs XYL
+16.3%
-66.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -12.1% | +1.2% | -13.3% | -12.5% |
| 30D | -5.2% | -11.9% | +6.8% | -0.2% |
| 3M | +14.5% | -1.5% | +16.0% | +15.7% |
| 6M | -17.6% | -11.9% | -5.7% | -14.0% |
| YTD | -49.6% | -20.6% | -29.0% | -45.3% |
| 1Y | -48.6% | -23.5% | -25.0% | -43.0% |
| All | -50.1% | +16.3% | -66.4% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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