-28.2%
TSLL vs KVYO
+16.5%
-44.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.9% | +11.7% | +8.7% |
| 7D | +5.8% | -13.3% | +19.1% | +8.9% |
| 30D | +21.7% | +7.6% | +14.1% | +22.0% |
| 3M | -28.2% | +17.5% | -45.8% | -27.8% |
| All | -28.2% | +16.5% | -44.7% | -27.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling