+3.7%
KMB vs SNAP
-54.3%
+58.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -1.0% |
| 7D | +6.0% | -10.6% | +16.6% | +6.1% |
| 30D | +13.5% | -19.7% | +33.2% | +13.6% |
| 3M | +3.8% | -6.5% | +10.3% | +3.8% |
| 6M | +15.6% | -17.8% | +33.3% | +15.5% |
| YTD | +14.0% | -38.0% | +52.1% | +13.6% |
| 1Y | +12.9% | -42.5% | +55.4% | +12.5% |
| 3Y | +3.7% | -55.8% | +59.5% | +0.5% |
| All | +3.7% | -54.3% | +58.1% | +0.5% |
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