-11.6%
SNPS vs KDP
+34.8%
-46.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.5% |
| 7D | -0.2% | +4.0% | -4.1% | -0.1% |
| 30D | -8.0% | +16.8% | -24.8% | -7.7% |
| 3M | +12.5% | +32.0% | -19.6% | +12.9% |
| 6M | -10.5% | +35.2% | -45.6% | -10.3% |
| YTD | -1.6% | +40.9% | -42.5% | -1.3% |
| 1Y | +16.8% | +47.7% | -30.8% | +17.0% |
| All | -11.6% | +34.8% | -46.5% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling