-14.9%
TTWO vs KVYO
-27.1%
+12.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +13.0% | +2.8% | +10.2% | +12.5% |
| 30D | +5.3% | +19.0% | -13.6% | +2.6% |
| 3M | -7.6% | +23.8% | -31.4% | -11.1% |
| 6M | -3.2% | +31.0% | -34.2% | -8.3% |
| YTD | -16.1% | -36.2% | +20.1% | -19.9% |
| 1Y | -14.9% | -28.1% | +13.2% | -16.3% |
| All | -14.9% | -27.1% | +12.3% | -16.3% |
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