+82.6%
KO vs SNPS
+18.8%
+63.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +0.2% | +0.9% | -0.6% | +0.2% |
| 30D | +1.8% | -3.6% | +5.4% | +1.8% |
| 3M | +7.7% | -12.9% | +20.6% | +7.7% |
| 6M | +15.3% | -8.2% | +23.5% | +15.2% |
| YTD | +28.0% | -15.4% | +43.4% | +28.0% |
| 1Y | +34.3% | -9.3% | +43.6% | +33.9% |
| 3Y | +63.8% | -14.0% | +77.7% | +59.0% |
| All | +82.6% | +18.8% | +63.8% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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