+453.5%
OSCR vs KVYO
-55.5%
+509.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +1.6% | -12.1% | +13.7% | +4.4% |
| 30D | +10.7% | -5.2% | +15.8% | +11.3% |
| 3M | +13.4% | +14.5% | -1.1% | +9.2% |
| 6M | +144.6% | -17.6% | +162.2% | +141.5% |
| YTD | +128.0% | -49.6% | +177.7% | +154.8% |
| 1Y | +68.7% | -48.6% | +117.2% | +85.5% |
| All | +453.5% | -55.5% | +509.0% | +464.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling