-30.1%
TSLL vs KVYO
-13.3%
-16.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.9% | +11.7% | +8.0% |
| 7D | +5.8% | -13.3% | +19.1% | +6.4% |
| 30D | +21.7% | +7.6% | +14.1% | +22.3% |
| 3M | -28.2% | +17.5% | -45.8% | -27.2% |
| All | -30.1% | -13.3% | -16.9% | -33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling