-92.6%
SNAP vs KEYS
+79.0%
-171.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +5.0% |
| 7D | -3.2% | +0.9% | -4.1% | -3.9% |
| 30D | +0.2% | -5.3% | +5.4% | +2.9% |
| 3M | +2.6% | +0.5% | +2.1% | -0.7% |
| 6M | +12.4% | +14.0% | -1.6% | -2.6% |
| YTD | -31.6% | +60.3% | -91.9% | -56.5% |
| 1Y | -21.7% | +91.3% | -113.0% | -57.8% |
| 3Y | -41.2% | +146.1% | -187.4% | -76.1% |
| 5Y | -92.6% | +80.8% | -173.4% | -96.1% |
| All | -92.6% | +79.0% | -171.6% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling