-22.6%
KVYO vs TXG
+336.9%
-359.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.0% | +11.4% | -1.5% |
| 7D | +1.9% | -28.8% | +30.7% | +4.5% |
| 30D | +25.4% | -28.0% | +53.4% | +28.3% |
| 3M | +7.8% | +22.3% | -14.5% | +1.9% |
| 6M | -10.8% | +163.8% | -174.6% | -25.6% |
| YTD | -35.9% | +256.0% | -291.9% | -49.1% |
| 1Y | -22.6% | +330.4% | -353.0% | -39.3% |
| All | -22.6% | +336.9% | -359.5% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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