+16.0%
TFC vs KVYO
-47.3%
+63.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -2.4% | -12.1% | +9.7% | -2.1% |
| 30D | -3.4% | -5.2% | +1.8% | -3.4% |
| 3M | +0.4% | +14.5% | -14.1% | 0.0% |
| 6M | +12.7% | -17.6% | +30.3% | +11.8% |
| YTD | +5.6% | -49.6% | +55.2% | +7.3% |
| 1Y | +16.0% | -48.6% | +64.6% | +14.0% |
| All | +16.0% | -47.3% | +63.4% | +14.0% |
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