-49.8%
USAR vs KVYO
-18.3%
-31.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -5.9% |
| 7D | -21.8% | +3.9% | -25.7% | -22.0% |
| 30D | -39.9% | +27.9% | -67.8% | -41.3% |
| 3M | -52.5% | +11.8% | -64.4% | -53.3% |
| 6M | -67.9% | -4.9% | -63.0% | -68.1% |
| YTD | -31.1% | -34.2% | +3.1% | -25.7% |
| 1Y | -49.8% | -17.8% | -32.0% | -56.3% |
| All | -49.8% | -18.3% | -31.5% | -56.3% |
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