-50.1%
KVYO vs TXG
+45.5%
-95.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.7% |
| 7D | -12.1% | +9.5% | -21.6% | -14.0% |
| 30D | -5.2% | +18.8% | -23.9% | -9.2% |
| 3M | +14.5% | +136.1% | -121.6% | -8.0% |
| 6M | -17.6% | +235.2% | -252.9% | -40.7% |
| YTD | -49.6% | +320.5% | -370.2% | -65.9% |
| 1Y | -48.6% | +425.2% | -473.7% | -68.0% |
| All | -50.1% | +45.5% | -95.6% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling