-81.7%
TTD vs KVYO
-55.5%
-26.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | -0.6% | -12.1% | +11.5% | +3.9% |
| 30D | +6.3% | -5.2% | +11.5% | +7.7% |
| 3M | -24.1% | +14.5% | -38.6% | -28.4% |
| 6M | -47.4% | -17.6% | -29.8% | -46.5% |
| YTD | -62.2% | -49.6% | -12.6% | -55.0% |
| 1Y | -68.3% | -48.6% | -19.7% | -63.1% |
| All | -81.7% | -55.5% | -26.2% | -79.7% |
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