-14.5%
TYL vs KVYO
-56.1%
+41.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -11.5% | -18.4% | +6.8% | -7.7% |
| 30D | +3.9% | -12.1% | +16.0% | +6.5% |
| 3M | +10.8% | +11.2% | -0.4% | +8.1% |
| 6M | -5.3% | -19.8% | +14.5% | -4.0% |
| YTD | -26.1% | -50.3% | +24.2% | -19.5% |
| 1Y | -38.5% | -48.3% | +9.7% | -33.8% |
| All | -14.5% | -56.1% | +41.6% | -10.2% |
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 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