-14.2%
TYL vs KVYO
-55.5%
+41.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.1% |
| 7D | -7.5% | -12.1% | +4.6% | -5.0% |
| 30D | +6.0% | -5.2% | +11.2% | +7.0% |
| 3M | +13.9% | +14.5% | -0.5% | +10.5% |
| 6M | -3.3% | -17.6% | +14.3% | -2.5% |
| YTD | -25.8% | -49.6% | +23.8% | -19.4% |
| 1Y | -39.2% | -48.6% | +9.3% | -34.5% |
| All | -14.2% | -55.5% | +41.3% | -10.1% |
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