-19.8%
KVYO vs TLN
-7.5%
-12.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -1.9% |
| 7D | -18.4% | +2.0% | -20.3% | -17.6% |
| 30D | -12.1% | -12.9% | +0.8% | -16.3% |
| 3M | +11.2% | -7.4% | +18.6% | +9.0% |
| 6M | -19.8% | -6.0% | -13.7% | -23.3% |
| All | -19.8% | -7.5% | -12.2% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling