+93.3%
USO vs KVYO
-55.5%
+148.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.2% |
| 7D | +9.1% | -12.1% | +21.2% | +9.5% |
| 30D | +21.7% | -5.2% | +26.8% | +21.8% |
| 3M | +20.2% | +14.5% | +5.8% | +18.9% |
| 6M | +43.4% | -17.6% | +61.0% | +43.9% |
| YTD | +124.0% | -49.6% | +173.6% | +128.8% |
| 1Y | +112.2% | -48.6% | +160.7% | +115.9% |
| All | +93.3% | -55.5% | +148.8% | +91.8% |
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