-45.4%
KVYO vs OUST
+681.0%
-726.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.8% | -4.2% |
| 7D | -13.3% | +12.7% | -26.0% | -14.5% |
| 30D | +7.6% | -13.6% | +21.3% | +8.9% |
| 3M | +17.5% | -8.3% | +25.8% | +14.7% |
| 6M | -14.7% | +85.0% | -99.7% | -27.0% |
| YTD | -44.9% | +73.2% | -118.1% | -52.7% |
| 1Y | -46.1% | +32.5% | -78.6% | -52.8% |
| All | -45.4% | +681.0% | -726.4% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling