+33.6%
KO vs SNAP
-22.0%
+55.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | +0.5% |
| 7D | -1.1% | -3.2% | +2.1% | -1.2% |
| 30D | +1.6% | +0.2% | +1.4% | +1.6% |
| 3M | +5.8% | +2.6% | +3.1% | +5.8% |
| 6M | +14.3% | +12.4% | +1.9% | +14.9% |
| YTD | +27.3% | -31.6% | +58.9% | +23.8% |
| All | +33.6% | -22.0% | +55.6% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling