+7.9%
SNOW vs KDP
+6.0%
+1.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.4% |
| 7D | +2.8% | +1.3% | +1.5% | +2.8% |
| 30D | +6.4% | +6.0% | +0.4% | +6.2% |
| 3M | +38.1% | +9.2% | +28.9% | +37.8% |
| 6M | +100.4% | +14.7% | +85.7% | +100.0% |
| YTD | +53.7% | +19.2% | +34.5% | +52.5% |
| 1Y | +52.0% | +15.2% | +36.8% | +51.3% |
| 3Y | +114.7% | +6.0% | +108.7% | +113.2% |
| All | +7.9% | +6.0% | +1.9% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling