+100.4%
SNOW vs KDP
+11.8%
+88.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.7% |
| 7D | +2.8% | +1.3% | +1.5% | +3.3% |
| 30D | +6.4% | +6.0% | +0.4% | +8.9% |
| 3M | +38.1% | +9.2% | +28.9% | +47.8% |
| 6M | +100.4% | +14.7% | +85.7% | +140.7% |
| All | +100.4% | +11.8% | +88.6% | +140.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling