-17.8%
KVYO vs TCOM
-39.6%
+21.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.3% |
| 7D | +3.9% | +10.7% | -6.7% | +2.4% |
| 30D | +27.9% | +10.1% | +17.9% | +26.2% |
| 3M | +11.8% | -8.9% | +20.7% | +12.1% |
| 6M | -4.9% | -19.2% | +14.2% | -5.5% |
| YTD | -34.2% | -40.6% | +6.4% | -30.8% |
| 1Y | -17.8% | -39.0% | +21.2% | -13.3% |
| All | -17.8% | -39.6% | +21.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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