-50.1%
KVYO vs TXT
+4.9%
-54.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.6% |
| 7D | -12.1% | +2.5% | -14.6% | -12.8% |
| 30D | -5.2% | -8.9% | +3.7% | -2.2% |
| 3M | +14.5% | -13.6% | +28.0% | +19.7% |
| 6M | -17.6% | -13.1% | -4.5% | -15.0% |
| YTD | -49.6% | -7.0% | -42.6% | -50.9% |
| 1Y | -48.6% | -1.4% | -47.2% | -51.7% |
| All | -50.1% | +4.9% | -54.9% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling