+35.0%
TMUS vs KVYO
-55.5%
+90.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.9% |
| 7D | +0.4% | -12.1% | +12.5% | +0.6% |
| 30D | +3.5% | -5.2% | +8.7% | +3.6% |
| 3M | -1.3% | +14.5% | -15.8% | -1.3% |
| 6M | -13.6% | -17.6% | +4.0% | -13.6% |
| YTD | -8.8% | -49.6% | +40.9% | -8.3% |
| 1Y | -22.9% | -48.6% | +25.7% | -22.5% |
| All | +35.0% | -55.5% | +90.5% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling