-17.3%
TEM vs KVYO
-39.6%
+22.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.8% | +1.0% |
| 7D | +0.9% | -7.6% | +8.5% | +2.3% |
| 30D | +38.4% | -3.6% | +41.9% | +38.4% |
| 3M | +23.7% | +17.9% | +5.7% | +18.5% |
| 6M | +26.0% | -4.7% | +30.7% | +20.7% |
| YTD | +9.4% | -42.7% | +52.1% | +4.6% |
| 1Y | -17.3% | -40.3% | +23.0% | -20.7% |
| All | -17.3% | -39.6% | +22.4% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling