-79.7%
SNAP vs KGC
+625.4%
-705.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.9% |
| 7D | -7.1% | +10.5% | -17.6% | -8.3% |
| 30D | -14.6% | -4.1% | -10.6% | -14.2% |
| 3M | -5.0% | -13.1% | +8.1% | -3.6% |
| 6M | -18.8% | -27.5% | +8.7% | -16.1% |
| YTD | -38.5% | -20.7% | -17.8% | -37.3% |
| 1Y | -38.1% | -6.1% | -32.0% | -38.0% |
| 3Y | -53.8% | +318.6% | -372.4% | -61.8% |
| 5Y | -90.7% | +289.9% | -380.6% | -92.4% |
| All | -79.7% | +625.4% | -705.1% | -83.6% |
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