+61.0%
KRE vs SNAP
-78.1%
+139.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +0.7% | +6.0% | -5.3% | +0.1% |
| 30D | +6.1% | -13.8% | +19.9% | +7.6% |
| 3M | -5.9% | -0.8% | -5.2% | -6.3% |
| 6M | +9.6% | -6.2% | +15.8% | +9.3% |
| YTD | +14.2% | -34.8% | +49.0% | +17.6% |
| 1Y | +22.5% | -38.7% | +61.2% | +27.0% |
| 3Y | +90.4% | -53.5% | +143.8% | +95.2% |
| 5Y | +11.9% | -90.2% | +102.1% | +23.7% |
| All | +61.0% | -78.1% | +139.1% | +40.6% |
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