+62.6%
KRE vs SNAP
-79.0%
+141.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.5% |
| 7D | -0.4% | -7.3% | +7.0% | +0.3% |
| 30D | +6.4% | -18.9% | +25.4% | +8.7% |
| 3M | -3.1% | -5.3% | +2.2% | -3.0% |
| 6M | +6.4% | -16.9% | +23.3% | +7.5% |
| YTD | +15.3% | -37.4% | +52.7% | +19.3% |
| 1Y | +23.3% | -38.5% | +61.7% | +27.7% |
| 3Y | +93.6% | -55.1% | +148.7% | +99.4% |
| 5Y | +13.2% | -90.8% | +104.0% | +26.0% |
| All | +62.6% | -79.0% | +141.5% | +42.7% |
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