+10.1%
SNOW vs KDP
+49.2%
-39.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +2.3% |
| 7D | +0.2% | +8.2% | -8.0% | +3.6% |
| 30D | -19.8% | +18.4% | -38.2% | -14.1% |
| 3M | -11.6% | +29.2% | -40.9% | -1.5% |
| 6M | +94.0% | +32.3% | +61.7% | +125.1% |
| YTD | +34.8% | +38.5% | -3.6% | +67.4% |
| 1Y | +10.1% | +48.5% | -38.3% | +45.0% |
| All | +10.1% | +49.2% | -39.0% | +45.0% |
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