+250.0%
OKLO vs KVYO
-55.5%
+305.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.4% | -10.6% | -9.4% |
| 7D | -12.2% | -12.1% | -0.1% | -10.5% |
| 30D | -19.7% | -5.2% | -14.6% | -19.5% |
| 3M | -37.4% | +14.5% | -51.9% | -40.2% |
| 6M | -42.3% | -17.6% | -24.7% | -44.1% |
| YTD | -49.5% | -49.6% | +0.1% | -44.0% |
| 1Y | -54.7% | -48.6% | -6.2% | -50.0% |
| All | +250.0% | -55.5% | +305.4% | +288.7% |
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