-50.1%
KVYO vs TW
+22.8%
-72.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -12.1% | -4.5% | -7.6% | -11.1% |
| 30D | -5.2% | -2.3% | -2.9% | -4.5% |
| 3M | +14.5% | +2.6% | +11.9% | +14.1% |
| 6M | -17.6% | -17.5% | -0.1% | -14.6% |
| YTD | -49.6% | -5.3% | -44.3% | -49.1% |
| 1Y | -48.6% | -14.8% | -33.8% | -47.0% |
| All | -50.1% | +22.8% | -72.9% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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