+126.1%
TT vs KVYO
-55.5%
+181.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | -1.2% | -12.1% | +10.9% | -0.7% |
| 30D | -7.3% | -5.2% | -2.2% | -7.2% |
| 3M | -3.6% | +14.5% | -18.1% | -4.5% |
| 6M | +2.8% | -17.6% | +20.4% | +2.6% |
| YTD | +14.5% | -49.6% | +64.1% | +19.5% |
| 1Y | +7.4% | -48.6% | +56.0% | +11.2% |
| All | +126.1% | -55.5% | +181.6% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling