+10.6%
KMB vs SNAP
-77.2%
+87.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.6% |
| 7D | -3.0% | +0.7% | -3.8% | -3.0% |
| 30D | -5.5% | +2.6% | -8.1% | -5.5% |
| 3M | +14.0% | -9.9% | +23.9% | +14.0% |
| 6M | +4.1% | +1.9% | +2.2% | +4.0% |
| YTD | +8.0% | -32.2% | +40.3% | +8.2% |
| 1Y | -13.7% | -22.8% | +9.1% | -13.7% |
| 3Y | -5.9% | -47.6% | +41.7% | -6.1% |
| 5Y | -8.6% | -92.7% | +84.1% | -7.9% |
| All | +10.6% | -77.2% | +87.8% | +4.8% |
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 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