+99.9%
LLY vs KVYO
-55.5%
+155.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -2.9% | -12.1% | +9.2% | -2.0% |
| 30D | -8.4% | -5.2% | -3.3% | -8.2% |
| 3M | -3.8% | +14.5% | -18.2% | -5.2% |
| 6M | +11.9% | -17.6% | +29.6% | +11.9% |
| YTD | +4.3% | -49.6% | +53.9% | +9.2% |
| 1Y | +48.5% | -48.6% | +97.0% | +54.5% |
| All | +99.9% | -55.5% | +155.4% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling