-5.3%
ELF vs KVYO
-55.7%
+50.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.1% | +5.0% | -3.2% |
| 7D | -6.8% | -15.7% | +9.0% | -5.3% |
| 30D | +5.1% | -9.0% | +14.0% | +5.8% |
| 3M | +79.8% | +10.1% | +69.7% | +76.7% |
| 6M | +29.7% | -20.6% | +50.4% | +29.5% |
| YTD | +31.6% | -49.9% | +81.5% | +39.8% |
| 1Y | -27.9% | -49.4% | +21.5% | -24.2% |
| All | -5.3% | -55.7% | +50.5% | -4.5% |
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