+717.6%
TSEM vs KVYO
-55.5%
+773.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.6% |
| 7D | -4.9% | -12.1% | +7.2% | -4.2% |
| 30D | -18.7% | -5.2% | -13.6% | -18.8% |
| 3M | -18.1% | +14.5% | -32.6% | -20.8% |
| 6M | +77.1% | -17.6% | +94.7% | +76.1% |
| YTD | +80.1% | -49.6% | +129.8% | +95.3% |
| 1Y | +220.4% | -48.6% | +268.9% | +242.4% |
| All | +717.6% | -55.5% | +773.1% | +729.6% |
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