-77.7%
SNAP vs KGC
+906.9%
-984.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.8% | -3.8% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | +2.6% | +20.3% | -17.7% | +0.3% |
| 3M | -9.9% | +8.1% | -18.0% | -11.0% |
| 6M | +1.9% | -8.8% | +10.6% | +2.4% |
| YTD | -32.2% | +10.1% | -42.3% | -33.4% |
| 1Y | -22.8% | +44.2% | -67.1% | -26.6% |
| 3Y | -47.6% | +533.0% | -580.6% | -58.7% |
| 5Y | -92.7% | +443.0% | -535.7% | -94.3% |
| All | -77.7% | +906.9% | -984.5% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling