+47.7%
KDP vs SNAP
-38.5%
+86.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +1.7% |
| 7D | +4.0% | -9.8% | +13.8% | +4.0% |
| 30D | +16.8% | -18.2% | +35.0% | +16.8% |
| 3M | +32.0% | -3.1% | +35.1% | +32.0% |
| 6M | +35.2% | -7.1% | +42.3% | +34.3% |
| YTD | +40.9% | -33.8% | +74.7% | +38.0% |
| 1Y | +47.7% | -39.0% | +86.7% | +47.2% |
| All | +47.7% | -38.5% | +86.1% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling