-0.3%
PFE vs KVYO
-56.1%
+55.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -4.0% | -18.4% | +14.3% | -3.7% |
| 30D | +3.9% | -12.1% | +16.0% | +4.1% |
| 3M | +9.9% | +11.2% | -1.3% | +9.6% |
| 6M | +5.3% | -19.8% | +25.0% | +5.3% |
| YTD | +16.8% | -50.3% | +67.1% | +17.6% |
| 1Y | +20.4% | -48.3% | +68.7% | +21.1% |
| All | -0.3% | -56.1% | +55.9% | -1.3% |
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