+93.3%
SNOW vs KEYS
+154.3%
-61.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.6% |
| 7D | -2.4% | +3.5% | -5.9% | -3.6% |
| 30D | -1.0% | -4.5% | +3.5% | +0.3% |
| 3M | +36.9% | -0.4% | +37.3% | +34.7% |
| 6M | +83.4% | +19.1% | +64.2% | +60.9% |
| YTD | +50.0% | +66.7% | -16.7% | +4.3% |
| 1Y | +46.5% | +96.5% | -49.9% | -9.4% |
| 3Y | +93.3% | +155.2% | -61.8% | -4.0% |
| All | +93.3% | +154.3% | -61.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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