+556.6%
SNPS vs KDP
+175.4%
+381.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -5.5% | +2.1% | -7.6% | -6.0% |
| 30D | -5.8% | +8.5% | -14.2% | -7.7% |
| 3M | -17.2% | +6.6% | -23.8% | -18.8% |
| 6M | -10.4% | +17.1% | -27.4% | -14.4% |
| YTD | -16.5% | +19.0% | -35.6% | -20.9% |
| 1Y | -35.6% | +21.8% | -57.4% | -39.5% |
| 3Y | -14.6% | +6.4% | -21.1% | -18.0% |
| 5Y | +16.5% | +5.1% | +11.3% | +12.1% |
| 10Y | +556.6% | +175.8% | +380.7% | +444.9% |
| All | +556.6% | +175.4% | +381.2% | +444.9% |
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 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