+52.0%
SNOW vs KVYO
-39.6%
+91.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.8% | +0.4% | -3.3% |
| 7D | +2.8% | -7.6% | +10.4% | +5.9% |
| 30D | +6.4% | -3.6% | +10.0% | +7.0% |
| 3M | +38.1% | +17.9% | +20.2% | +27.6% |
| 6M | +100.4% | -4.7% | +105.1% | +87.1% |
| YTD | +53.7% | -42.7% | +96.4% | +56.9% |
| 1Y | +52.0% | -40.3% | +92.2% | +51.4% |
| All | +52.0% | -39.6% | +91.6% | +51.4% |
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