+18.0%
KMB vs SNAP
-79.0%
+96.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.2% |
| 7D | +3.4% | -7.3% | +10.7% | +3.4% |
| 30D | +14.7% | -18.9% | +33.6% | +14.9% |
| 3M | +3.3% | -5.3% | +8.5% | +3.3% |
| 6M | +16.8% | -16.9% | +33.7% | +16.9% |
| YTD | +15.2% | -37.4% | +52.6% | +15.4% |
| 1Y | +13.3% | -38.5% | +51.8% | +13.5% |
| 3Y | +5.4% | -55.1% | +60.5% | +5.4% |
| 5Y | +2.7% | -90.8% | +93.5% | +3.2% |
| All | +18.0% | -79.0% | +96.9% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling