-25.6%
SNOW vs KMB
-0.3%
-25.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.2% |
| 7D | -9.9% | +0.5% | -10.3% | -9.8% |
| 30D | -17.1% | +12.4% | -29.5% | -16.4% |
| 3M | -13.2% | +1.0% | -14.2% | -13.0% |
| 6M | +97.4% | +12.1% | +85.3% | +99.1% |
| YTD | +25.8% | +11.6% | +14.1% | +27.0% |
| 1Y | +4.2% | +13.1% | -8.9% | +5.3% |
| 3Y | +91.3% | +1.6% | +89.7% | +86.9% |
| All | -25.6% | -0.3% | -25.3% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling