+52.4%
USAR vs KVYO
-55.5%
+107.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.0% |
| 7D | -11.6% | -12.1% | +0.4% | -11.6% |
| 30D | -15.5% | -5.2% | -10.3% | -15.5% |
| 3M | -31.0% | +14.5% | -45.5% | -31.3% |
| 6M | -26.2% | -17.6% | -8.6% | -26.5% |
| YTD | +30.8% | -49.6% | +80.4% | +28.2% |
| 1Y | +7.1% | -48.6% | +55.6% | +5.3% |
| All | +52.4% | -55.5% | +107.9% | +48.6% |
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