+2.7%
ECL vs KVYO
-39.6%
+42.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +0.1% |
| 7D | -2.6% | -7.6% | +5.0% | -2.7% |
| 30D | -2.2% | -3.6% | +1.4% | -2.1% |
| 3M | +10.1% | +17.9% | -7.8% | +10.5% |
| 6M | -5.7% | -4.7% | -1.0% | -5.9% |
| YTD | +7.0% | -42.7% | +49.6% | +8.9% |
| 1Y | +2.7% | -40.3% | +42.9% | +3.7% |
| All | +2.7% | -39.6% | +42.3% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling