-64.5%
SNAP vs KEEL
+294.5%
-358.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +2.4% |
| 7D | +3.8% | +2.9% | +1.0% | +3.3% |
| 30D | +9.2% | +0.8% | +8.4% | +8.5% |
| 3M | +6.6% | -35.3% | +41.9% | +10.1% |
| 6M | +16.9% | +59.4% | -42.5% | +5.4% |
| YTD | -29.6% | +51.9% | -81.5% | -36.7% |
| 1Y | -22.1% | +75.0% | -97.1% | -33.5% |
| 3Y | -39.8% | +224.5% | -264.4% | -56.7% |
| 5Y | -92.4% | -35.9% | -56.5% | -94.1% |
| All | -64.5% | +294.5% | -358.9% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling