+1,897.1%
KO vs SNPS
+5,402.2%
-3,505.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.4% | -5.5% | +5.9% | +0.9% |
| 30D | +1.5% | -5.8% | +7.3% | +1.9% |
| 3M | +11.8% | -17.2% | +29.0% | +13.5% |
| 6M | +16.2% | -10.4% | +26.6% | +16.7% |
| YTD | +28.1% | -16.5% | +44.6% | +29.2% |
| 1Y | +34.8% | -35.6% | +70.4% | +37.5% |
| 3Y | +65.5% | -14.6% | +80.1% | +61.4% |
| 5Y | +81.6% | +16.5% | +65.1% | +69.2% |
| 10Y | +176.7% | +556.6% | -379.8% | +114.1% |
| All | +1,897.1% | +5,402.2% | -3,505.1% | +1,055.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling