+20.1%
CART vs KVYO
-21.1%
+41.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.1% | +6.2% | -0.7% |
| 7D | -9.5% | -15.7% | +6.3% | -5.9% |
| 30D | -7.8% | -9.0% | +1.2% | -6.3% |
| 3M | +10.4% | +10.1% | +0.3% | +5.8% |
| 6M | +20.1% | -20.6% | +40.7% | +24.9% |
| All | +20.1% | -21.1% | +41.2% | +24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling