-42.8%
ETHA vs KVYO
-47.3%
+4.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +3.1% |
| 7D | +3.5% | -12.1% | +15.5% | +5.1% |
| 30D | +35.3% | -5.2% | +40.5% | +35.9% |
| 3M | +50.9% | +14.5% | +36.4% | +47.2% |
| 6M | +22.1% | -17.6% | +39.7% | +22.2% |
| YTD | -14.6% | -49.6% | +35.0% | -9.8% |
| 1Y | -42.8% | -48.6% | +5.8% | -43.0% |
| All | -42.8% | -47.3% | +4.5% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling