-21.2%
TMUS vs KVYO
-18.3%
-2.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | +7.5% | +3.9% | +3.5% | +7.4% |
| 30D | -3.3% | +27.9% | -31.2% | -4.1% |
| 3M | -9.7% | +11.8% | -21.5% | -10.3% |
| 6M | -17.2% | -4.9% | -12.3% | -18.4% |
| YTD | -20.3% | -34.2% | +13.9% | -19.3% |
| 1Y | -21.2% | -17.8% | -3.4% | -20.5% |
| All | -21.2% | -18.3% | -2.9% | -20.5% |
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