+684.5%
SNPS vs KDP
+248.3%
+436.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | -0.6% | +8.2% | -8.8% | -2.4% |
| 30D | -9.8% | +18.4% | -28.2% | -13.5% |
| 3M | +11.7% | +29.2% | -17.5% | +4.7% |
| 6M | -10.9% | +32.3% | -43.2% | -17.3% |
| YTD | -2.1% | +38.5% | -40.6% | -10.6% |
| 1Y | +14.8% | +48.5% | -33.7% | +2.7% |
| 3Y | -11.3% | +32.5% | -43.8% | -19.7% |
| 5Y | +36.2% | +19.7% | +16.5% | +27.2% |
| 10Y | +684.5% | +256.4% | +428.1% | +516.3% |
| All | +684.5% | +248.3% | +436.2% | +516.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling