+52.0%
SNOW vs KWEB
-27.0%
+79.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -6.0% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | +6.4% | -8.7% | +15.1% | +9.8% |
| 3M | +38.1% | -4.0% | +42.1% | +39.6% |
| 6M | +100.4% | -13.1% | +113.5% | +110.0% |
| YTD | +53.7% | -23.5% | +77.2% | +74.9% |
| 1Y | +52.0% | -27.2% | +79.1% | +86.8% |
| All | +52.0% | -27.0% | +79.0% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling