-17.4%
TOST vs KVYO
-39.6%
+22.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +1.8% |
| 7D | -3.4% | -7.6% | +4.2% | -1.3% |
| 30D | -2.4% | -3.6% | +1.1% | -2.6% |
| 3M | +34.6% | +17.9% | +16.7% | +25.2% |
| 6M | +15.2% | -4.7% | +19.9% | +8.1% |
| YTD | -4.4% | -42.7% | +38.3% | +1.2% |
| 1Y | -17.4% | -40.3% | +22.8% | -15.5% |
| All | -17.4% | -39.6% | +22.2% | -15.5% |
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