-50.3%
KVYO vs OUST
+655.0%
-705.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.3% | -5.7% | -8.7% |
| 7D | -15.7% | +4.0% | -19.8% | -16.1% |
| 30D | -9.0% | -14.0% | +5.0% | -7.8% |
| 3M | +10.1% | -5.9% | +16.0% | +7.0% |
| 6M | -20.6% | +76.4% | -97.0% | -31.6% |
| YTD | -49.9% | +67.5% | -117.4% | -56.8% |
| 1Y | -49.4% | +27.1% | -76.5% | -55.5% |
| All | -50.3% | +655.0% | -705.3% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling