+47.2%
PPL vs KVYO
-56.1%
+103.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -1.8% | -18.4% | +16.6% | -1.8% |
| 30D | -2.2% | -12.1% | +9.9% | -2.2% |
| 3M | -3.1% | +11.2% | -14.2% | -3.1% |
| 6M | -8.1% | -19.8% | +11.6% | -8.0% |
| YTD | 0.0% | -50.3% | +50.4% | +0.5% |
| 1Y | -1.3% | -48.3% | +46.9% | -0.9% |
| All | +47.2% | -56.1% | +103.3% | +45.9% |
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