+14.6%
SNOW vs KEY
+126.5%
-111.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +5.5% | +2.9% | +2.6% | +4.7% |
| 30D | -13.2% | +8.4% | -21.6% | -15.0% |
| 3M | -13.7% | -5.8% | -8.0% | -12.5% |
| 6M | +91.0% | +5.4% | +85.5% | +87.5% |
| YTD | +32.7% | +7.1% | +25.6% | +29.4% |
| 1Y | +13.3% | +26.8% | -13.5% | +5.2% |
| 3Y | +83.4% | +128.7% | -45.3% | +46.5% |
| 5Y | -24.7% | +13.6% | -38.4% | -31.3% |
| All | +14.6% | +126.5% | -111.9% | +12.4% |
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