+33.5%
KDP vs SNAP
-52.9%
+86.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +1.8% |
| 7D | +4.0% | -9.8% | +13.8% | +3.9% |
| 30D | +16.8% | -18.2% | +35.0% | +16.7% |
| 3M | +32.0% | -3.1% | +35.1% | +32.0% |
| 6M | +35.2% | -7.1% | +42.3% | +35.0% |
| YTD | +40.9% | -33.8% | +74.7% | +40.4% |
| 1Y | +47.7% | -39.0% | +86.7% | +47.1% |
| All | +33.5% | -52.9% | +86.3% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling