-50.1%
KVYO vs TCOM
+9.0%
-59.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -12.1% | -4.9% | -7.2% | -11.1% |
| 30D | -5.2% | -14.4% | +9.2% | -2.2% |
| 3M | +14.5% | -17.7% | +32.1% | +18.6% |
| 6M | -17.6% | -25.1% | +7.5% | -13.5% |
| YTD | -49.6% | -45.7% | -3.9% | -43.6% |
| 1Y | -48.6% | -47.9% | -0.7% | -41.9% |
| All | -50.1% | +9.0% | -59.1% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling