+8.6%
SNOW vs KMB
-7.1%
+15.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.1% |
| 7D | -9.9% | +0.5% | -10.3% | -9.8% |
| 30D | -17.1% | +12.4% | -29.5% | -16.0% |
| 3M | -13.2% | +1.0% | -14.2% | -13.0% |
| 6M | +97.4% | +12.1% | +85.3% | +100.3% |
| YTD | +25.8% | +11.6% | +14.1% | +27.8% |
| 1Y | +4.2% | +13.1% | -8.9% | +6.0% |
| 3Y | +91.3% | +1.6% | +89.7% | +91.0% |
| 5Y | -24.4% | -0.3% | -24.1% | -25.1% |
| All | +8.6% | -7.1% | +15.8% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling