-77.8%
SNAP vs KEYS
+778.6%
-856.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.9% |
| 7D | +1.5% | +4.4% | -2.9% | -1.3% |
| 30D | +1.9% | -2.2% | +4.1% | +2.6% |
| 3M | -3.9% | +0.5% | -4.4% | -6.6% |
| 6M | +5.2% | +22.4% | -17.2% | -11.6% |
| YTD | -32.7% | +64.1% | -96.8% | -55.4% |
| 1Y | -24.8% | +97.0% | -121.7% | -56.7% |
| 3Y | -42.2% | +152.0% | -194.2% | -72.6% |
| 5Y | -92.7% | +83.7% | -176.4% | -95.7% |
| All | -77.8% | +778.6% | -856.4% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling