+77.1%
TEVA vs KVYO
-32.1%
+109.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +5.6% | -4.5% | +10.1% | +5.6% |
| 30D | +4.5% | +20.2% | -15.7% | +4.4% |
| 3M | +21.5% | +25.3% | -3.7% | +20.9% |
| 6M | +20.3% | +36.9% | -16.6% | +19.6% |
| YTD | +37.7% | -35.9% | +73.6% | +47.5% |
| All | +77.1% | -32.1% | +109.2% | +85.7% |
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 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