+21.3%
TFC vs KVYO
-18.3%
+39.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +3.0% |
| 7D | +5.1% | +3.9% | +1.1% | +5.0% |
| 30D | +9.8% | +27.9% | -18.1% | +9.2% |
| 3M | -2.4% | +11.8% | -14.3% | -2.8% |
| 6M | +4.9% | -4.9% | +9.9% | +4.4% |
| YTD | +6.6% | -34.2% | +40.8% | +6.4% |
| 1Y | +21.3% | -17.8% | +39.2% | +16.7% |
| All | +21.3% | -18.3% | +39.6% | +16.7% |
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