+1,762.6%
SNPS vs KDP
+1,304.6%
+457.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | -10.2% | +4.5% | -14.7% | -11.4% |
| 30D | -12.8% | +18.5% | -31.3% | -17.0% |
| 3M | +9.9% | +20.8% | -11.0% | +3.8% |
| 6M | -12.4% | +29.4% | -41.8% | -19.1% |
| YTD | -6.3% | +35.9% | -42.2% | -15.1% |
| 1Y | +7.6% | +42.5% | -34.8% | -3.9% |
| 3Y | -9.8% | +29.4% | -39.1% | -18.7% |
| 5Y | +29.2% | +15.8% | +13.4% | +20.0% |
| 10Y | +663.8% | +236.5% | +427.3% | +406.5% |
| All | +1,762.6% | +1,304.6% | +457.9% | +711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling