-37.1%
SNAP vs KVYO
-55.5%
+18.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | +3.8% | -12.1% | +15.9% | +7.3% |
| 30D | +9.2% | -5.2% | +14.4% | +9.8% |
| 3M | +6.6% | +14.5% | -7.9% | +1.6% |
| 6M | +16.9% | -17.6% | +34.5% | +16.8% |
| YTD | -29.6% | -49.6% | +20.0% | -20.0% |
| 1Y | -22.1% | -48.6% | +26.5% | -12.5% |
| All | -37.1% | -55.5% | +18.4% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling