+60.0%
ECL vs KVYO
-55.5%
+115.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | -1.1% | -12.1% | +11.0% | -0.8% |
| 30D | -0.8% | -5.2% | +4.4% | -0.7% |
| 3M | +5.0% | +14.5% | -9.4% | +4.7% |
| 6M | +0.2% | -17.6% | +17.9% | +0.1% |
| YTD | +5.8% | -49.6% | +55.4% | +7.9% |
| 1Y | +1.5% | -48.6% | +50.1% | +3.3% |
| All | +60.0% | -55.5% | +115.5% | +58.8% |
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