+29.8%
SNOW vs KEYS
+231.3%
-201.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.4% |
| 7D | -7.5% | +0.9% | -8.4% | -8.1% |
| 30D | -1.3% | -5.3% | +3.9% | +1.3% |
| 3M | +37.4% | +0.5% | +36.9% | +32.6% |
| 6M | +88.1% | +14.0% | +74.0% | +59.7% |
| YTD | +50.3% | +60.3% | -10.0% | -5.9% |
| 1Y | +46.0% | +91.3% | -45.3% | -21.9% |
| 3Y | +98.7% | +146.1% | -47.5% | -19.0% |
| 5Y | +3.5% | +80.8% | -77.3% | -45.3% |
| All | +29.8% | +231.3% | -201.5% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling