-77.8%
SNAP vs KGC
+883.4%
-961.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +1.5% | +2.4% | -1.0% | +1.2% |
| 30D | +1.9% | +9.2% | -7.4% | +0.8% |
| 3M | -3.9% | +16.7% | -20.6% | -5.9% |
| 6M | +5.2% | -7.0% | +12.2% | +5.6% |
| YTD | -32.7% | +7.5% | -40.2% | -33.7% |
| 1Y | -24.8% | +34.4% | -59.1% | -27.9% |
| 3Y | -42.2% | +552.0% | -594.1% | -54.6% |
| 5Y | -92.7% | +454.5% | -547.2% | -94.2% |
| All | -77.8% | +883.4% | -961.2% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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