-14.6%
PEP vs KVYO
-56.1%
+41.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -1.4% | -18.4% | +17.0% | -1.7% |
| 30D | -0.2% | -12.1% | +11.9% | -0.4% |
| 3M | -4.3% | +11.2% | -15.5% | -3.9% |
| 6M | -13.2% | -19.8% | +6.6% | -13.3% |
| YTD | -1.9% | -50.3% | +48.4% | -2.5% |
| 1Y | -0.3% | -48.3% | +47.9% | -0.7% |
| All | -14.6% | -56.1% | +41.5% | -15.6% |
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