+79.8%
ELF vs KVYO
+8.3%
+71.5%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.1% | +5.0% | -3.2% |
| 7D | -6.8% | -15.7% | +9.0% | -5.6% |
| 30D | +5.1% | -9.0% | +14.0% | +6.0% |
| 3M | +79.8% | +10.1% | +69.7% | +65.9% |
| All | +79.8% | +8.3% | +71.5% | +65.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling