+55.7%
LLY vs KVYO
-39.6%
+95.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | -0.8% |
| 7D | -2.1% | -7.6% | +5.5% | -2.0% |
| 30D | -1.6% | -3.6% | +2.0% | -1.6% |
| 3M | +2.3% | +17.9% | -15.6% | +1.8% |
| 6M | +14.9% | -4.7% | +19.6% | +14.9% |
| YTD | +7.5% | -42.7% | +50.2% | +7.0% |
| 1Y | +55.7% | -40.3% | +95.9% | +52.8% |
| All | +55.7% | -39.6% | +95.3% | +52.8% |
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