-6.8%
EIX vs KVYO
-55.5%
+48.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.3% |
| 7D | -1.4% | -12.1% | +10.7% | -1.4% |
| 30D | -19.3% | -5.2% | -14.1% | -19.3% |
| 3M | -21.7% | +14.5% | -36.2% | -21.6% |
| 6M | -19.8% | -17.6% | -2.2% | -19.7% |
| YTD | -3.0% | -49.6% | +46.6% | -2.1% |
| 1Y | +5.1% | -48.6% | +53.7% | +6.0% |
| All | -6.8% | -55.5% | +48.7% | -7.7% |
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