-2.6%
KWEB vs SNAP
-41.8%
+39.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.3% | -1.9% |
| 7D | -4.3% | -3.2% | -1.1% | -3.9% |
| 30D | -13.0% | +0.2% | -13.2% | -13.2% |
| 3M | -7.6% | +2.6% | -10.2% | -8.6% |
| 6M | -21.1% | +12.4% | -33.6% | -23.5% |
| YTD | -28.2% | -31.6% | +3.4% | -25.4% |
| 1Y | -34.9% | -21.7% | -13.2% | -33.8% |
| All | -2.6% | -41.8% | +39.2% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling