+148.6%
KRE vs SNPS
+2,335.5%
-2,186.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +0.7% | +1.1% | -0.3% | +0.3% |
| 30D | +6.1% | -5.2% | +11.3% | +7.8% |
| 3M | -5.9% | +10.6% | -16.5% | -11.4% |
| 6M | +9.6% | -10.6% | +20.2% | +11.4% |
| YTD | +14.2% | -3.1% | +17.3% | +10.2% |
| 1Y | +22.5% | +15.6% | +7.0% | +9.3% |
| 3Y | +90.4% | -12.9% | +103.3% | +68.3% |
| 5Y | +11.9% | +31.2% | -19.3% | -24.7% |
| 10Y | +88.8% | +663.4% | -574.6% | -63.5% |
| All | +148.6% | +2,335.5% | -2,186.9% | -79.1% |
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