-23.2%
KWEB vs SNAP
-76.3%
+53.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.2% |
| 7D | -5.6% | +3.8% | -9.4% | -6.2% |
| 30D | -10.7% | +9.2% | -19.9% | -12.3% |
| 3M | -7.4% | +6.6% | -14.0% | -9.2% |
| 6M | -19.3% | +16.9% | -36.2% | -22.6% |
| YTD | -27.8% | -29.6% | +1.9% | -24.8% |
| 1Y | -35.9% | -22.1% | -13.9% | -34.8% |
| 3Y | -1.9% | -39.8% | +37.9% | -2.7% |
| 5Y | -43.2% | -92.4% | +49.2% | -29.2% |
| All | -23.2% | -76.3% | +53.2% | -29.0% |
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