+205.8%
KDP vs SNAP
-78.8%
+284.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.0% | +14.3% | +0.7% |
| 7D | +4.5% | -10.4% | +14.9% | +4.8% |
| 30D | +18.5% | -11.9% | +30.4% | +18.9% |
| 3M | +20.8% | -4.5% | +25.3% | +20.8% |
| 6M | +29.4% | -16.7% | +46.1% | +29.8% |
| YTD | +35.9% | -36.9% | +72.8% | +37.2% |
| 1Y | +42.5% | -30.3% | +72.7% | +43.3% |
| 3Y | +29.4% | -52.5% | +81.9% | +29.4% |
| 5Y | +15.8% | -90.4% | +106.2% | +20.4% |
| All | +205.8% | -78.8% | +284.6% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling