-13.3%
TSLA vs KVYO
-18.3%
+5.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.3% |
| 7D | -4.7% | +3.9% | -8.6% | -4.9% |
| 30D | +1.7% | +27.9% | -26.2% | +0.4% |
| 3M | +17.7% | +11.8% | +5.8% | +16.5% |
| 6M | -1.9% | -4.9% | +3.1% | -1.9% |
| YTD | -14.3% | -34.2% | +19.9% | -15.2% |
| 1Y | -13.3% | -17.8% | +4.5% | -11.0% |
| All | -13.3% | -18.3% | +5.0% | -11.0% |
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