-50.8%
KVYO vs ESTC
+8.4%
-59.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +0.8% |
| 7D | -18.4% | -13.2% | -5.2% | -12.9% |
| 30D | -12.1% | +9.3% | -21.5% | -16.2% |
| 3M | +11.2% | +37.3% | -26.2% | -4.5% |
| 6M | -19.8% | +61.0% | -80.8% | -35.3% |
| YTD | -50.3% | +10.7% | -61.0% | -53.6% |
| 1Y | -48.3% | -7.2% | -41.1% | -49.2% |
| All | -50.8% | +8.4% | -59.1% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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