+11.2%
SNPS vs KDP
+41.3%
-30.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | +0.8% |
| 7D | -3.9% | +5.3% | -9.3% | -3.1% |
| 30D | -5.2% | +19.1% | -24.3% | -3.0% |
| 3M | +14.6% | +19.2% | -4.5% | +17.2% |
| 6M | -6.9% | +29.3% | -36.2% | -3.8% |
| YTD | -1.4% | +35.5% | -37.0% | +4.9% |
| 1Y | +11.2% | +43.5% | -32.3% | +17.9% |
| All | +11.2% | +41.3% | -30.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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