+5.5%
SNOW vs KEY
+39.4%
-33.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +4.9% | +2.7% | +2.2% | +4.0% |
| 30D | +1.5% | -3.2% | +4.7% | +2.6% |
| 3M | +39.5% | +1.0% | +38.6% | +38.8% |
| 6M | +85.9% | +11.9% | +74.0% | +77.4% |
| YTD | +52.9% | +8.7% | +44.2% | +47.4% |
| 1Y | +48.1% | +18.5% | +29.6% | +37.8% |
| 3Y | +102.2% | +124.0% | -21.8% | +49.2% |
| 5Y | +5.5% | +40.8% | -35.4% | +0.3% |
| All | +5.5% | +39.4% | -33.9% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling