-21.3%
TPR vs KVYO
-21.1%
-0.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.1% | +5.8% | -4.3% |
| 7D | -7.3% | -15.7% | +8.4% | -9.2% |
| 30D | -30.7% | -9.0% | -21.8% | -30.9% |
| 3M | -21.6% | +10.1% | -31.7% | -20.1% |
| 6M | -21.3% | -20.6% | -0.7% | -21.2% |
| All | -21.3% | -21.1% | -0.2% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling