+211.6%
KDP vs SNAP
-79.2%
+290.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +1.8% |
| 7D | +8.2% | -10.6% | +18.8% | +8.5% |
| 30D | +18.4% | -19.7% | +38.1% | +19.1% |
| 3M | +29.2% | -6.5% | +35.8% | +29.3% |
| 6M | +32.3% | -17.8% | +50.0% | +32.7% |
| YTD | +38.5% | -38.0% | +76.5% | +39.9% |
| 1Y | +48.5% | -42.5% | +91.0% | +50.3% |
| 3Y | +32.5% | -55.8% | +88.3% | +32.8% |
| 5Y | +19.7% | -90.5% | +110.2% | +24.5% |
| All | +211.6% | -79.2% | +290.8% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling