+201.3%
KDP vs SNAP
-78.1%
+279.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.6% |
| 7D | -0.8% | +6.0% | -6.8% | -1.0% |
| 30D | +9.7% | -13.8% | +23.5% | +10.2% |
| 3M | +17.6% | -0.8% | +18.4% | +17.5% |
| 6M | +25.8% | -6.2% | +32.0% | +25.7% |
| YTD | +33.9% | -34.8% | +68.7% | +35.0% |
| 1Y | +38.9% | -38.7% | +77.6% | +40.3% |
| 3Y | +26.8% | -53.5% | +80.2% | +26.9% |
| 5Y | +16.3% | -90.2% | +106.6% | +20.9% |
| All | +201.3% | -78.1% | +279.4% | +169.5% |
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