+85.1%
OSCR vs KVYO
-27.1%
+112.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.6% |
| 7D | +0.9% | +2.8% | -1.9% | +0.6% |
| 30D | -6.9% | +19.0% | -25.8% | -8.8% |
| 3M | +15.5% | +23.8% | -8.3% | +12.0% |
| 6M | +54.5% | +31.0% | +23.5% | +50.2% |
| YTD | +113.3% | -36.2% | +149.5% | +119.3% |
| 1Y | +85.1% | -28.1% | +113.2% | +69.5% |
| All | +85.1% | -27.1% | +112.2% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling