-22.6%
KVYO vs TXT
+7.4%
-29.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -3.0% |
| 7D | +1.9% | -2.5% | +4.4% | +1.1% |
| 30D | +25.4% | +12.8% | +12.5% | +30.2% |
| 3M | +7.8% | -3.6% | +11.5% | +6.6% |
| 6M | -10.8% | -6.9% | -3.9% | -12.6% |
| YTD | -35.9% | -2.2% | -33.8% | -39.8% |
| 1Y | -22.6% | +6.3% | -28.9% | -36.3% |
| All | -22.6% | +7.4% | -29.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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