+32.8%
SNOW vs KEY
+134.1%
-101.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.2% |
| 30D | +6.4% | -3.0% | +9.4% | +7.2% |
| 3M | +38.1% | +3.3% | +34.8% | +36.7% |
| 6M | +100.4% | +9.2% | +91.2% | +94.5% |
| YTD | +53.7% | +10.6% | +43.1% | +48.7% |
| 1Y | +52.0% | +20.4% | +31.6% | +43.2% |
| 3Y | +114.7% | +121.8% | -7.2% | +72.2% |
| 5Y | +8.8% | +41.1% | -32.4% | -0.7% |
| All | +32.8% | +134.1% | -101.3% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling