+110.9%
SNOW vs KEY
+132.7%
-21.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.0% |
| 30D | +6.4% | -3.0% | +9.4% | +7.5% |
| 3M | +38.1% | +3.3% | +34.8% | +36.1% |
| 6M | +100.4% | +9.2% | +91.2% | +92.0% |
| YTD | +53.7% | +10.6% | +43.1% | +46.5% |
| 1Y | +52.0% | +20.4% | +31.6% | +39.3% |
| All | +110.9% | +132.7% | -21.8% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling