+9.5%
SNOW vs KEEL
-45.0%
+54.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.9% |
| 7D | -14.5% | -13.6% | -0.9% | -12.9% |
| 30D | -14.3% | -39.1% | +24.9% | -8.8% |
| 3M | -8.3% | -48.9% | +40.6% | -1.1% |
| 6M | +101.5% | -35.4% | +136.9% | +103.6% |
| YTD | +32.5% | -10.6% | +43.1% | +21.3% |
| 1Y | +9.5% | -45.3% | +54.8% | +5.3% |
| All | +9.5% | -45.0% | +54.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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