+10.7%
SNOW vs KDP
+36.0%
-25.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -3.5% |
| 7D | +10.8% | -4.0% | +14.8% | +9.4% |
| 30D | -16.5% | +8.5% | -25.0% | -13.2% |
| 3M | -10.1% | +20.7% | -30.8% | -2.1% |
| 6M | +96.5% | +23.2% | +73.4% | +122.1% |
| YTD | +36.2% | +30.5% | +5.7% | +66.8% |
| 1Y | +10.7% | +35.9% | -25.2% | +43.7% |
| All | +10.7% | +36.0% | -25.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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