-30.3%
SNAP vs KEEL
-58.5%
+28.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -21.4% | +7.4% | -11.7% |
| 7D | -10.4% | -28.6% | +18.2% | -7.4% |
| 30D | -11.9% | -52.4% | +40.5% | -6.2% |
| 3M | -4.5% | -58.0% | +53.5% | +2.2% |
| 6M | -16.7% | -53.3% | +36.6% | -15.2% |
| YTD | -36.9% | -29.8% | -7.1% | -42.0% |
| 1Y | -30.3% | -59.4% | +29.1% | -35.8% |
| All | -30.3% | -58.5% | +28.3% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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