+102.2%
SNOW vs KMB
-8.5%
+110.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.9% |
| 7D | +4.9% | -2.7% | +7.6% | +4.4% |
| 30D | +1.5% | -5.0% | +6.5% | +0.6% |
| 3M | +39.5% | +6.6% | +33.0% | +41.5% |
| 6M | +85.9% | +1.0% | +84.9% | +86.8% |
| YTD | +52.9% | +6.0% | +47.0% | +55.6% |
| 1Y | +48.1% | -16.6% | +64.7% | +44.9% |
| 3Y | +102.2% | -8.6% | +110.8% | +100.4% |
| All | +102.2% | -8.5% | +110.7% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling