-22.6%
KVYO vs TSLQ
-0.4%
-22.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +21.8% | -24.3% | -1.1% |
| 7D | +1.9% | +32.9% | -31.0% | +4.1% |
| 30D | +25.4% | +15.4% | +10.0% | +27.0% |
| 3M | +7.8% | -23.7% | +31.5% | +7.5% |
| 6M | -10.8% | -10.1% | -0.7% | -11.9% |
| YTD | -35.9% | +6.3% | -42.2% | -35.6% |
| 1Y | -22.6% | +4.6% | -27.1% | -21.9% |
| All | -22.6% | -0.4% | -22.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling