-78.5%
SNAP vs KEY
+65.9%
-144.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +6.0% | +2.9% | +3.1% | +4.9% |
| 30D | -13.8% | +8.4% | -22.2% | -16.3% |
| 3M | -0.8% | -5.8% | +5.0% | +1.7% |
| 6M | -6.2% | +5.4% | -11.7% | -8.3% |
| YTD | -34.8% | +7.1% | -41.9% | -36.7% |
| 1Y | -38.7% | +26.8% | -65.5% | -44.3% |
| 3Y | -53.5% | +128.7% | -182.1% | -66.0% |
| 5Y | -90.2% | +13.6% | -103.9% | -91.2% |
| All | -78.5% | +65.9% | -144.4% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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