-32.3%
TSLL vs KVYO
-55.7%
+23.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.1% | +8.9% | +3.2% |
| 7D | +5.1% | -15.7% | +20.9% | +12.1% |
| 30D | +20.0% | -9.0% | +28.9% | +23.9% |
| 3M | -23.8% | +10.1% | -33.8% | -28.4% |
| 6M | -30.3% | -20.6% | -9.7% | -30.9% |
| YTD | -47.7% | -49.9% | +2.2% | -35.2% |
| 1Y | -21.2% | -49.4% | +28.2% | -4.9% |
| All | -32.3% | -55.7% | +23.4% | -17.0% |
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 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