+55.0%
CART vs KVYO
-55.7%
+110.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.1% | +6.2% | -1.3% |
| 7D | -9.5% | -15.7% | +6.3% | -6.8% |
| 30D | -7.8% | -9.0% | +1.2% | -6.6% |
| 3M | +10.4% | +10.1% | +0.3% | +7.5% |
| 6M | +20.1% | -20.6% | +40.7% | +22.0% |
| YTD | +3.7% | -49.9% | +53.6% | +12.0% |
| 1Y | +2.6% | -49.4% | +52.0% | +9.9% |
| All | +55.0% | -55.7% | +110.7% | +62.8% |
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