+246.6%
TEVA vs KVYO
-55.5%
+302.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.9% |
| 7D | +2.0% | -12.1% | +14.1% | +3.0% |
| 30D | +1.0% | -5.2% | +6.1% | +1.0% |
| 3M | +7.3% | +14.5% | -7.2% | +5.3% |
| 6M | +21.7% | -17.6% | +39.3% | +21.3% |
| YTD | +18.8% | -49.6% | +68.5% | +25.2% |
| 1Y | +86.5% | -48.6% | +135.0% | +94.9% |
| All | +246.6% | -55.5% | +302.1% | +255.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling