+17.6%
SNOW vs KEY
+125.1%
-107.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +10.8% | +1.8% | +9.1% | +10.3% |
| 30D | -16.5% | +7.1% | -23.6% | -18.0% |
| 3M | -10.1% | -5.9% | -4.2% | -8.7% |
| 6M | +96.5% | +2.2% | +94.3% | +94.6% |
| YTD | +36.2% | +6.4% | +29.8% | +33.0% |
| 1Y | +10.7% | +24.8% | -14.1% | +3.3% |
| 3Y | +86.2% | +125.2% | -39.0% | +49.4% |
| 5Y | -22.7% | +13.0% | -35.7% | -29.3% |
| All | +17.6% | +125.1% | -107.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling