-8.3%
ELF vs KVYO
-55.5%
+47.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.1% |
| 7D | -11.6% | -12.1% | +0.5% | -10.6% |
| 30D | +4.6% | -5.2% | +9.8% | +4.9% |
| 3M | +59.7% | +14.5% | +45.2% | +56.5% |
| 6M | +21.2% | -17.6% | +38.8% | +20.3% |
| YTD | +27.4% | -49.6% | +77.1% | +35.3% |
| 1Y | -29.8% | -48.6% | +18.7% | -26.5% |
| All | -8.3% | -55.5% | +47.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling