+164.7%
CEG vs KVYO
-56.1%
+220.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +0.3% | -18.4% | +18.7% | +2.2% |
| 30D | +2.9% | -12.1% | +15.0% | +3.8% |
| 3M | +18.2% | +11.2% | +7.0% | +15.4% |
| 6M | -9.5% | -19.8% | +10.2% | -9.9% |
| YTD | -18.7% | -50.3% | +31.6% | -12.3% |
| 1Y | -10.1% | -48.3% | +38.1% | -4.3% |
| All | +164.7% | -56.1% | +220.8% | +173.7% |
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