-50.1%
KVYO vs OUST
+636.0%
-686.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -12.1% | -3.0% | -9.1% | -11.8% |
| 30D | -5.2% | -23.4% | +18.2% | -2.7% |
| 3M | +14.5% | -10.8% | +25.3% | +12.0% |
| 6M | -17.6% | +42.7% | -60.4% | -26.6% |
| YTD | -49.6% | +63.3% | -112.9% | -56.4% |
| 1Y | -48.6% | +15.0% | -63.5% | -54.0% |
| All | -50.1% | +636.0% | -686.1% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling