-35.3%
SNPS vs KDP
+17.8%
-53.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.5% |
| 7D | -11.0% | +1.3% | -12.3% | -10.9% |
| 30D | -1.7% | +6.0% | -7.7% | -1.4% |
| 3M | -20.4% | +9.2% | -29.5% | -19.9% |
| 6M | -8.6% | +14.7% | -23.3% | -7.3% |
| YTD | -16.2% | +19.2% | -35.3% | -14.5% |
| All | -35.3% | +17.8% | -53.2% | -35.6% |
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