+57.3%
LLY vs KVYO
-18.3%
+75.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +10.1% | +3.9% | +6.1% | +9.9% |
| 30D | +24.0% | +27.9% | -3.9% | +22.8% |
| 3M | +27.3% | +11.8% | +15.4% | +26.3% |
| 6M | +47.0% | -4.9% | +51.9% | +46.1% |
| YTD | +32.6% | -34.2% | +66.8% | +36.6% |
| 1Y | +57.3% | -17.8% | +75.2% | +63.7% |
| All | +57.3% | -18.3% | +75.6% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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