+14.3%
TFC vs KVYO
-35.9%
+50.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.8% | +1.5% |
| 7D | +2.6% | +0.8% | +1.8% | +2.6% |
| 30D | -1.0% | +3.5% | -4.5% | -1.2% |
| 3M | +9.9% | +25.9% | -16.0% | +9.1% |
| 6M | +6.8% | +4.7% | +2.1% | +5.2% |
| YTD | +8.1% | -39.1% | +47.3% | +9.3% |
| All | +14.3% | -35.9% | +50.2% | +12.4% |
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