+96.8%
TEVA vs KVYO
-39.6%
+136.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | -0.6% |
| 7D | -0.2% | -7.6% | +7.4% | -0.1% |
| 30D | +4.7% | -3.6% | +8.3% | +4.7% |
| 3M | +5.6% | +17.9% | -12.3% | +5.1% |
| 6M | +10.5% | -4.7% | +15.2% | +9.9% |
| YTD | +16.5% | -42.7% | +59.2% | +20.0% |
| 1Y | +96.8% | -40.3% | +137.0% | +98.2% |
| All | +96.8% | -39.6% | +136.4% | +98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling