-13.1%
TSLL vs KVYO
-35.9%
+22.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.3% | +8.4% | +10.5% |
| 7D | +11.5% | +0.8% | +10.7% | +11.4% |
| 30D | +28.6% | +3.5% | +25.2% | +27.6% |
| 3M | -30.3% | +25.9% | -56.2% | -32.2% |
| 6M | -24.5% | +4.7% | -29.2% | -28.3% |
| YTD | -44.8% | -39.1% | -5.7% | -40.0% |
| All | -13.1% | -35.9% | +22.8% | -5.2% |
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 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