-90.5%
SNAP vs KEY
+14.6%
-105.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -10.6% | +0.5% | -11.1% | -10.6% |
| 30D | -19.7% | +6.9% | -26.6% | -22.2% |
| 3M | -6.5% | -5.0% | -1.5% | -4.0% |
| 6M | -17.8% | +0.7% | -18.5% | -18.3% |
| YTD | -38.0% | +6.5% | -44.5% | -40.2% |
| 1Y | -42.5% | +22.6% | -65.1% | -48.4% |
| 3Y | -55.8% | +125.3% | -181.2% | -70.5% |
| 5Y | -90.5% | +13.9% | -104.5% | -90.2% |
| All | -90.5% | +14.6% | -105.1% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling