+28.4%
SNPS vs KDP
+15.7%
+12.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.9% |
| 7D | -10.2% | +4.5% | -14.7% | -10.6% |
| 30D | -12.8% | +18.5% | -31.3% | -14.6% |
| 3M | +9.9% | +20.8% | -11.0% | +7.1% |
| 6M | -12.4% | +29.4% | -41.8% | -15.6% |
| YTD | -6.3% | +35.9% | -42.2% | -10.6% |
| 1Y | +7.6% | +42.5% | -34.8% | +1.6% |
| 3Y | -9.8% | +29.4% | -39.1% | -14.9% |
| All | +28.4% | +15.7% | +12.7% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling