+91.3%
SNOW vs KDP
+28.7%
+62.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.2% |
| 7D | -9.9% | +2.2% | -12.1% | -9.4% |
| 30D | -17.1% | +19.9% | -37.1% | -14.5% |
| 3M | -13.2% | +21.5% | -34.7% | -10.2% |
| 6M | +97.4% | +30.1% | +67.3% | +107.7% |
| YTD | +25.8% | +34.9% | -9.2% | +34.0% |
| 1Y | +4.2% | +43.4% | -39.2% | +11.2% |
| 3Y | +91.3% | +29.1% | +62.2% | +104.5% |
| All | +91.3% | +28.7% | +62.7% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling