+53.1%
TTWO vs KVYO
-55.5%
+108.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +0.4% | -12.1% | +12.5% | +1.6% |
| 30D | -11.3% | -5.2% | -6.2% | -11.1% |
| 3M | +1.6% | +14.5% | -12.9% | -0.4% |
| 6M | +2.1% | -17.6% | +19.7% | +2.1% |
| YTD | -15.8% | -49.6% | +33.8% | -13.0% |
| 1Y | -12.6% | -48.6% | +36.0% | -10.0% |
| All | +53.1% | -55.5% | +108.6% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling