-50.1%
KVYO vs TLN
+472.8%
-522.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | -12.1% | -1.3% | -10.7% | -12.0% |
| 30D | -5.2% | -14.3% | +9.2% | -4.3% |
| 3M | +14.5% | -9.3% | +23.8% | +13.9% |
| 6M | -17.6% | -1.1% | -16.5% | -20.5% |
| YTD | -49.6% | -16.6% | -33.0% | -50.2% |
| 1Y | -48.6% | -22.0% | -26.6% | -48.7% |
| All | -50.1% | +472.8% | -522.8% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling