-76.8%
SNAP vs KEYS
+792.3%
-869.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +0.4% |
| 7D | +3.8% | +3.5% | +0.3% | +1.6% |
| 30D | +9.2% | -4.5% | +13.7% | +11.7% |
| 3M | +6.6% | -0.4% | +7.0% | +4.4% |
| 6M | +16.9% | +19.1% | -2.3% | 0.0% |
| YTD | -29.6% | +66.7% | -96.3% | -53.8% |
| 1Y | -22.1% | +96.5% | -118.5% | -55.0% |
| 3Y | -39.8% | +155.2% | -195.0% | -71.8% |
| 5Y | -92.4% | +88.0% | -180.4% | -95.6% |
| All | -76.8% | +792.3% | -869.1% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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