+77.5%
QCOM vs KVYO
-55.5%
+133.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.7% |
| 7D | +7.8% | -12.1% | +19.9% | +9.4% |
| 30D | +12.2% | -5.2% | +17.4% | +12.5% |
| 3M | -9.9% | +14.5% | -24.3% | -12.6% |
| 6M | +36.9% | -17.6% | +54.5% | +35.8% |
| YTD | +8.0% | -49.6% | +57.7% | +16.9% |
| 1Y | +15.0% | -48.6% | +63.6% | +22.9% |
| All | +77.5% | -55.5% | +133.0% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling