+197.9%
EWT vs KVYO
-55.5%
+253.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | -1.1% | -12.1% | +11.0% | -0.3% |
| 30D | +4.5% | -5.2% | +9.6% | +4.6% |
| 3M | +8.3% | +14.5% | -6.2% | +6.1% |
| 6M | +54.2% | -17.6% | +71.9% | +53.7% |
| YTD | +74.6% | -49.6% | +124.2% | +83.4% |
| 1Y | +84.9% | -48.6% | +133.5% | +92.8% |
| All | +197.9% | -55.5% | +253.4% | +198.4% |
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