-91.0%
SNAP vs KGC
+286.2%
-377.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.1% |
| 7D | -7.1% | +10.5% | -17.6% | -8.9% |
| 30D | -14.6% | -4.1% | -10.6% | -14.0% |
| 3M | -5.0% | -13.1% | +8.1% | -3.0% |
| 6M | -18.8% | -27.5% | +8.7% | -14.9% |
| YTD | -38.5% | -20.7% | -17.8% | -36.8% |
| 1Y | -38.1% | -6.1% | -32.0% | -38.1% |
| 3Y | -53.8% | +318.6% | -372.4% | -67.3% |
| All | -91.0% | +286.2% | -377.2% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling