-50.8%
KVYO vs TXT
+2.5%
-53.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -18.4% | -0.2% | -18.2% | -18.3% |
| 30D | -12.1% | -10.2% | -1.9% | -9.0% |
| 3M | +11.2% | -13.3% | +24.4% | +15.9% |
| 6M | -19.8% | -14.4% | -5.4% | -16.9% |
| YTD | -50.3% | -9.1% | -41.2% | -51.2% |
| 1Y | -48.3% | -2.2% | -46.1% | -51.5% |
| All | -50.8% | +2.5% | -53.3% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling