-92.9%
SNAP vs KEEL
-36.7%
-56.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -5.0% | +19.3% | -24.3% | -8.9% |
| 30D | -0.7% | +9.1% | -9.9% | -3.8% |
| 3M | -5.0% | -31.5% | +26.5% | -0.8% |
| 6M | +3.5% | +75.8% | -72.3% | -17.1% |
| YTD | -34.2% | +57.9% | -92.1% | -46.9% |
| 1Y | -27.1% | +133.3% | -160.4% | -51.3% |
| 3Y | -43.5% | +204.1% | -247.5% | -73.5% |
| All | -92.9% | -36.7% | -56.2% | -95.2% |
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