+69.2%
TSM vs KVYO
-47.3%
+116.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.3% |
| 7D | +1.0% | -12.1% | +13.1% | -0.1% |
| 30D | +1.0% | -5.2% | +6.1% | +0.7% |
| 3M | +2.9% | +14.5% | -11.6% | +4.5% |
| 6M | +22.8% | -17.6% | +40.4% | +22.5% |
| YTD | +43.3% | -49.6% | +92.9% | +41.4% |
| 1Y | +69.2% | -48.6% | +117.7% | +66.3% |
| All | +69.2% | -47.3% | +116.5% | +66.3% |
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