+16.5%
SNOW vs KMB
-5.1%
+21.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.5% |
| 7D | +0.2% | +6.0% | -5.8% | +0.9% |
| 30D | -19.8% | +13.5% | -33.3% | -18.6% |
| 3M | -11.6% | +3.8% | -15.4% | -11.1% |
| 6M | +94.0% | +15.6% | +78.4% | +97.4% |
| YTD | +34.8% | +14.0% | +20.8% | +37.3% |
| 1Y | +10.1% | +12.9% | -2.8% | +12.1% |
| 3Y | +84.4% | +3.7% | +80.7% | +84.5% |
| 5Y | -18.1% | -0.1% | -18.0% | -19.2% |
| All | +16.5% | -5.1% | +21.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling