-5.6%
TLT vs KVYO
-18.3%
+12.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.0% | +3.9% | -3.0% | +0.9% |
| 30D | +6.0% | +27.9% | -21.9% | +5.9% |
| 3M | -0.9% | +11.8% | -12.7% | -1.0% |
| 6M | -2.3% | -4.9% | +2.7% | -2.5% |
| YTD | -3.3% | -34.2% | +30.9% | -2.7% |
| 1Y | -5.6% | -17.8% | +12.2% | -5.7% |
| All | -5.6% | -18.3% | +12.7% | -5.7% |
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