-90.5%
SNAP vs KEEL
-78.9%
-11.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.8% |
| 7D | +6.0% | -0.5% | +6.6% | +6.1% |
| 30D | -13.8% | -27.1% | +13.3% | -8.3% |
| 3M | -0.8% | -43.8% | +43.1% | +10.0% |
| 6M | -6.2% | -55.2% | +48.9% | +4.0% |
| YTD | -34.8% | -20.9% | -14.0% | -39.7% |
| 1Y | -38.7% | -28.5% | -10.2% | -42.8% |
| 3Y | -53.5% | +66.1% | -119.5% | -75.6% |
| All | -90.5% | -78.9% | -11.6% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling