+14.7%
SNOW vs KEY
+126.0%
-111.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.8% |
| 7D | +0.2% | -0.4% | +0.5% | +0.3% |
| 30D | -21.1% | +7.2% | -28.3% | -22.5% |
| 3M | -11.9% | -4.9% | -7.0% | -10.8% |
| 6M | +91.0% | +1.1% | +89.9% | +89.7% |
| YTD | +32.7% | +6.8% | +25.9% | +29.5% |
| 1Y | +10.8% | +23.3% | -12.5% | +3.7% |
| 3Y | +86.2% | +126.1% | -39.9% | +49.2% |
| 5Y | -22.7% | +15.2% | -37.9% | -29.3% |
| All | +14.7% | +126.0% | -111.3% | +12.5% |
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