+56.9%
CART vs KVYO
-56.1%
+113.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | -8.7% | -18.4% | +9.7% | -5.4% |
| 30D | -4.4% | -12.1% | +7.8% | -2.6% |
| 3M | +14.6% | +11.2% | +3.5% | +11.4% |
| 6M | +24.4% | -19.8% | +44.1% | +26.2% |
| YTD | +5.0% | -50.3% | +55.3% | +13.6% |
| 1Y | +0.5% | -48.3% | +48.8% | +7.4% |
| All | +56.9% | -56.1% | +113.1% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling