+32.8%
SNOW vs KMB
-10.1%
+42.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.6% |
| 7D | +2.8% | -3.0% | +5.8% | +2.5% |
| 30D | +6.4% | -5.5% | +11.9% | +5.9% |
| 3M | +38.1% | +14.0% | +24.1% | +40.0% |
| 6M | +100.4% | +4.1% | +96.3% | +101.6% |
| YTD | +53.7% | +8.0% | +45.7% | +55.3% |
| 1Y | +52.0% | -13.7% | +65.7% | +51.4% |
| 3Y | +114.7% | -5.9% | +120.6% | +113.4% |
| 5Y | +8.8% | -8.6% | +17.4% | +5.3% |
| All | +32.8% | -10.1% | +42.9% | +21.4% |
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 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