+178.7%
KO vs SNAP
-77.2%
+255.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.8% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | +1.4% | +2.6% | -1.2% | +1.4% |
| 3M | +15.4% | -9.9% | +25.3% | +15.5% |
| 6M | +14.3% | +1.9% | +12.4% | +14.0% |
| YTD | +27.7% | -32.2% | +59.9% | +28.2% |
| 1Y | +32.7% | -22.8% | +55.5% | +32.8% |
| 3Y | +62.2% | -47.6% | +109.8% | +61.7% |
| 5Y | +80.0% | -92.7% | +172.7% | +85.8% |
| All | +178.7% | -77.2% | +255.9% | +159.5% |
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 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