+30.5%
SNOW vs KR
+96.2%
-65.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.3% |
| 7D | +8.4% | -3.1% | +11.4% | +8.1% |
| 30D | -1.0% | +0.6% | -1.6% | -0.9% |
| 3M | +38.3% | -9.8% | +48.1% | +37.1% |
| 6M | +81.3% | -22.1% | +103.4% | +77.9% |
| YTD | +51.1% | -8.1% | +59.2% | +50.7% |
| 1Y | +47.0% | -14.7% | +61.6% | +45.8% |
| 3Y | +99.7% | +28.6% | +71.2% | +103.6% |
| 5Y | +3.6% | +36.4% | -32.8% | +6.2% |
| All | +30.5% | +96.2% | -65.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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