-50.1%
KVYO vs TMF
-43.0%
-7.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -12.1% | -5.1% | -7.0% | -11.9% |
| 30D | -5.2% | -4.6% | -0.6% | -5.0% |
| 3M | +14.5% | -16.6% | +31.1% | +14.9% |
| 6M | -17.6% | -19.9% | +2.3% | -17.3% |
| YTD | -49.6% | -20.2% | -29.5% | -49.4% |
| 1Y | -48.6% | -27.7% | -20.8% | -48.2% |
| All | -50.1% | -43.0% | -7.0% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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