+76.7%
TEL vs KVYO
-55.5%
+132.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.5% |
| 7D | +1.6% | -12.1% | +13.7% | +2.6% |
| 30D | -0.7% | -5.2% | +4.5% | -0.4% |
| 3M | +2.4% | +14.5% | -12.1% | +1.0% |
| 6M | +4.1% | -17.6% | +21.8% | +3.7% |
| YTD | -5.8% | -49.6% | +43.8% | -0.5% |
| 1Y | +0.9% | -48.6% | +49.4% | +5.7% |
| All | +76.7% | -55.5% | +132.1% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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