-0.6%
KMB vs SNAP
-90.7%
+90.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.7% | -1.8% |
| 7D | +0.5% | -7.1% | +7.6% | +0.5% |
| 30D | +12.4% | -14.6% | +27.0% | +12.5% |
| 3M | +1.0% | -5.0% | +6.0% | +1.0% |
| 6M | +12.1% | -18.8% | +31.0% | +12.1% |
| YTD | +11.6% | -38.5% | +50.2% | +11.6% |
| 1Y | +13.1% | -38.1% | +51.2% | +13.1% |
| 3Y | +1.6% | -53.8% | +55.3% | +1.3% |
| All | -0.6% | -90.7% | +90.1% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling