+36.0%
TSM vs KVYO
-18.3%
+54.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.2% |
| 7D | -10.0% | +3.9% | -13.9% | -9.6% |
| 30D | -18.5% | +27.9% | -46.4% | -16.5% |
| 3M | -4.9% | +11.8% | -16.7% | -3.3% |
| 6M | -1.0% | -4.9% | +4.0% | +0.5% |
| YTD | +31.3% | -34.2% | +65.5% | +30.2% |
| 1Y | +36.0% | -17.8% | +53.9% | +35.1% |
| All | +36.0% | -18.3% | +54.3% | +35.1% |
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