+409.0%
TSM vs KVYO
-56.1%
+465.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +2.6% | -18.4% | +21.0% | +4.2% |
| 30D | +1.4% | -12.1% | +13.6% | +2.2% |
| 3M | +5.0% | +11.2% | -6.2% | +2.8% |
| 6M | +24.0% | -19.8% | +43.7% | +23.1% |
| YTD | +41.6% | -50.3% | +91.9% | +51.2% |
| 1Y | +66.2% | -48.3% | +114.4% | +74.7% |
| All | +409.0% | -56.1% | +465.1% | +416.7% |
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