-78.2%
SNAP vs KGC
+600.3%
-678.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.8% |
| 7D | -9.8% | +0.2% | -10.0% | -9.9% |
| 30D | -18.2% | -8.8% | -9.4% | -17.3% |
| 3M | -3.1% | -21.1% | +18.0% | -0.5% |
| 6M | -7.1% | -32.3% | +25.2% | -3.3% |
| YTD | -33.8% | -23.5% | -10.4% | -32.2% |
| 1Y | -39.0% | -15.0% | -24.1% | -38.3% |
| 3Y | -52.8% | +327.5% | -380.3% | -61.1% |
| 5Y | -90.0% | +244.3% | -334.3% | -91.7% |
| All | -78.2% | +600.3% | -678.5% | -82.3% |
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