-50.3%
KVYO vs TMF
-41.0%
-9.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.7% | -7.4% | -9.0% |
| 7D | -15.7% | -0.9% | -14.9% | -15.7% |
| 30D | -9.0% | -1.0% | -8.0% | -8.9% |
| 3M | +10.1% | -11.3% | +21.4% | +10.3% |
| 6M | -20.6% | -22.7% | +2.1% | -20.2% |
| YTD | -49.9% | -17.3% | -32.5% | -49.8% |
| 1Y | -49.4% | -22.5% | -26.9% | -49.2% |
| All | -50.3% | -41.0% | -9.3% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling