Kaila was born in Taiwan. When she was three years old, her family moved to the Inland Empire, a region in Southern California where she attended Pioneer Jr. High School and Upland High School. Pressure from her parents led her to take piano classes, ballet lessons, tap dancing classes, Chinese folk dancing classes, cello lessons, speed contests, SAT classes and attend Chinese school. Yu claims she was incredibly self-conscious and a "nerd" throughout her middle and high school years. After graduating from high school, she made the decision to attend UCSD as a biology major. She moved out to Los Angeles and transferred to UCLA, where she received an economics degree.