-48.6%
KVYO vs TXG
+453.6%
-502.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +1.0% |
| 7D | -12.1% | +9.5% | -21.6% | -13.1% |
| 30D | -5.2% | +18.8% | -23.9% | -7.5% |
| 3M | +14.5% | +136.1% | -121.6% | +1.6% |
| 6M | -17.6% | +235.2% | -252.9% | -31.4% |
| YTD | -49.6% | +320.5% | -370.2% | -58.9% |
| 1Y | -48.6% | +425.2% | -473.7% | -59.9% |
| All | -48.6% | +453.6% | -502.1% | -59.9% |
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