+31.6%
PEG vs KVYO
-55.5%
+87.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.1% |
| 7D | -0.9% | -12.1% | +11.2% | -0.8% |
| 30D | -3.7% | -5.2% | +1.4% | -3.7% |
| 3M | -7.3% | +14.5% | -21.8% | -7.4% |
| 6M | -10.5% | -17.6% | +7.1% | -10.4% |
| YTD | -7.5% | -49.6% | +42.1% | -6.1% |
| 1Y | -8.7% | -48.6% | +39.8% | -7.5% |
| All | +31.6% | -55.5% | +87.1% | +32.1% |
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