-27.2%
KWEB vs SNAP
-24.3%
-2.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +2.6% |
| 7D | -1.0% | +0.7% | -1.8% | -1.2% |
| 30D | -8.7% | +2.6% | -11.4% | -9.4% |
| 3M | -4.0% | -9.9% | +5.9% | -3.2% |
| 6M | -13.1% | +1.9% | -15.0% | -15.0% |
| YTD | -23.5% | -32.2% | +8.7% | -18.6% |
| 1Y | -27.2% | -22.8% | -4.3% | -22.6% |
| All | -27.2% | -24.3% | -2.8% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling