+20.8%
KDP vs SNAP
-10.7%
+31.5%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.0% | +14.3% | +0.9% |
| 7D | +4.5% | -10.4% | +14.9% | +4.9% |
| 30D | +18.5% | -11.9% | +30.4% | +19.0% |
| 3M | +20.8% | -4.5% | +25.3% | +21.3% |
| All | +20.8% | -10.7% | +31.5% | +21.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling