+68.0%
TOST vs KVYO
-55.5%
+123.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.1% |
| 7D | -5.4% | -12.1% | +6.7% | -1.6% |
| 30D | -5.7% | -5.2% | -0.5% | -5.1% |
| 3M | +30.1% | +14.5% | +15.6% | +22.3% |
| 6M | +11.9% | -17.6% | +29.5% | +12.3% |
| YTD | -9.5% | -49.6% | +40.1% | +4.9% |
| 1Y | -21.3% | -48.6% | +27.3% | -10.2% |
| All | +68.0% | -55.5% | +123.5% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling