-42.1%
KWEB vs SNAP
-92.5%
+50.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | -5.6% | +3.8% | -9.4% | -6.3% |
| 30D | -10.7% | +9.2% | -19.9% | -12.5% |
| 3M | -7.4% | +6.6% | -14.0% | -9.4% |
| 6M | -19.3% | +16.9% | -36.2% | -23.1% |
| YTD | -27.8% | -29.6% | +1.9% | -24.4% |
| 1Y | -35.9% | -22.1% | -13.9% | -34.6% |
| 3Y | -1.9% | -39.8% | +37.9% | -4.0% |
| All | -42.1% | -92.5% | +50.4% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling