-7.7%
ONON vs KVYO
-55.5%
+47.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.8% |
| 7D | -2.1% | -12.1% | +10.0% | +0.1% |
| 30D | -11.6% | -5.2% | -6.4% | -11.1% |
| 3M | -30.1% | +14.5% | -44.6% | -32.4% |
| 6M | -30.5% | -17.6% | -12.9% | -31.1% |
| YTD | -41.0% | -49.6% | +8.6% | -35.0% |
| 1Y | -36.7% | -48.6% | +11.9% | -31.1% |
| All | -7.7% | -55.5% | +47.8% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling