+193.1%
WELL vs KVYO
-56.1%
+249.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -2.2% | -18.4% | +16.1% | -2.4% |
| 30D | +4.7% | -12.1% | +16.8% | +4.6% |
| 3M | +11.9% | +11.2% | +0.8% | +12.2% |
| 6M | +14.3% | -19.8% | +34.0% | +14.3% |
| YTD | +28.4% | -50.3% | +78.7% | +29.3% |
| 1Y | +42.3% | -48.3% | +90.5% | +43.1% |
| All | +193.1% | -56.1% | +249.2% | +189.4% |
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