-41.3%
SNAP vs KGC
-15.5%
-25.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.9% |
| 7D | -9.8% | +0.2% | -10.0% | -10.0% |
| 30D | -18.2% | -8.8% | -9.4% | -16.6% |
| 3M | -3.1% | -21.1% | +18.0% | +1.7% |
| 6M | -7.1% | -32.3% | +25.2% | +1.2% |
| YTD | -33.8% | -23.5% | -10.4% | -30.9% |
| All | -41.3% | -15.5% | -25.8% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling