-15.7%
TSCO vs KVYO
-55.5%
+39.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -5.7% | -12.1% | +6.4% | -4.9% |
| 30D | -8.8% | -5.2% | -3.6% | -8.6% |
| 3M | +6.3% | +14.5% | -8.2% | +4.9% |
| 6M | -32.3% | -17.6% | -14.6% | -32.3% |
| YTD | -32.7% | -49.6% | +16.9% | -30.6% |
| 1Y | -43.7% | -48.6% | +4.9% | -42.2% |
| All | -15.7% | -55.5% | +39.7% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling