+133.3%
KR vs SNAP
-76.3%
+209.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.7% |
| 7D | -0.2% | +3.8% | -4.0% | -0.1% |
| 30D | +5.1% | +9.2% | -4.2% | +5.2% |
| 3M | -8.2% | +6.6% | -14.7% | -8.0% |
| 6M | -18.0% | +16.9% | -34.9% | -17.7% |
| YTD | -4.8% | -29.6% | +24.8% | -4.9% |
| 1Y | -11.0% | -22.1% | +11.1% | -11.0% |
| 3Y | +37.7% | -39.8% | +77.5% | +37.7% |
| 5Y | +52.8% | -92.4% | +145.2% | +51.5% |
| All | +133.3% | -76.3% | +209.7% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling