-38.1%
SNAP vs KEY
+24.1%
-62.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -7.1% | -1.3% | -5.8% | -6.1% |
| 30D | -14.6% | +5.1% | -19.8% | -16.3% |
| 3M | -5.0% | -7.1% | +2.1% | -1.2% |
| 6M | -18.8% | -4.4% | -14.5% | -17.1% |
| YTD | -38.5% | +4.0% | -42.6% | -40.6% |
| 1Y | -38.1% | +23.4% | -61.5% | -44.1% |
| All | -38.1% | +24.1% | -62.2% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling