+62.7%
TECK vs KVYO
-55.5%
+118.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -3.8% | -12.1% | +8.2% | -3.0% |
| 30D | +0.7% | -5.2% | +5.9% | +0.9% |
| 3M | +4.6% | +14.5% | -9.9% | +2.5% |
| 6M | +25.1% | -17.6% | +42.7% | +23.8% |
| YTD | +39.2% | -49.6% | +88.8% | +48.2% |
| 1Y | +60.3% | -48.6% | +108.9% | +68.8% |
| All | +62.7% | -55.5% | +118.2% | +67.7% |
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