+30.5%
SNOW vs KEY
+129.3%
-98.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +8.4% | -0.3% | +8.7% | +8.5% |
| 30D | -1.0% | -3.3% | +2.3% | -0.1% |
| 3M | +38.3% | -0.7% | +39.0% | +38.4% |
| 6M | +81.3% | +12.5% | +68.8% | +74.6% |
| YTD | +51.1% | +8.4% | +42.7% | +47.0% |
| 1Y | +47.0% | +18.4% | +28.5% | +39.0% |
| 3Y | +99.7% | +123.3% | -23.6% | +60.2% |
| 5Y | +3.6% | +38.8% | -35.2% | -4.9% |
| All | +30.5% | +129.3% | -98.8% | +27.7% |
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