+168.2%
KDP vs SNAP
-77.2%
+245.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.8% |
| 7D | +1.3% | +0.7% | +0.5% | +1.2% |
| 30D | +6.0% | +2.6% | +3.4% | +5.8% |
| 3M | +9.2% | -9.9% | +19.1% | +9.3% |
| 6M | +14.7% | +1.9% | +12.8% | +14.2% |
| YTD | +19.2% | -32.2% | +51.4% | +20.2% |
| 1Y | +15.2% | -22.8% | +38.0% | +15.5% |
| 3Y | +6.0% | -47.6% | +53.6% | +5.6% |
| 5Y | +5.4% | -92.7% | +98.1% | +11.3% |
| All | +168.2% | -77.2% | +245.4% | +139.9% |
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