+133.7%
KR vs SNAP
-77.2%
+211.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +0.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | +4.1% | +2.6% | +1.5% | +4.1% |
| 3M | -5.2% | -9.9% | +4.7% | -5.3% |
| 6M | -12.8% | +1.9% | -14.6% | -12.6% |
| YTD | -4.6% | -32.2% | +27.6% | -4.8% |
| 1Y | -11.7% | -22.8% | +11.2% | -11.7% |
| 3Y | +36.3% | -47.6% | +83.9% | +36.1% |
| 5Y | +40.0% | -92.7% | +132.7% | +38.8% |
| All | +133.7% | -77.2% | +211.0% | +118.7% |
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