+193.6%
KDP vs SNAP
-78.3%
+271.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.2% | -7.3% |
| 7D | -4.0% | +2.6% | -6.5% | -4.1% |
| 30D | +8.5% | -19.6% | +28.0% | +9.1% |
| 3M | +20.7% | +0.4% | +20.3% | +20.5% |
| 6M | +23.2% | -5.9% | +29.1% | +23.1% |
| YTD | +30.5% | -35.3% | +65.8% | +31.6% |
| 1Y | +35.9% | -42.6% | +78.4% | +37.6% |
| 3Y | +24.8% | -53.9% | +78.7% | +25.0% |
| 5Y | +13.4% | -90.3% | +103.7% | +17.9% |
| All | +193.6% | -78.3% | +271.9% | +162.7% |
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