+1,566.0%
SNPS vs KDP
+1,132.0%
+434.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -11.0% | +1.3% | -12.3% | -11.3% |
| 30D | -1.7% | +6.0% | -7.7% | -3.5% |
| 3M | -20.4% | +9.2% | -29.5% | -22.7% |
| 6M | -8.6% | +14.7% | -23.3% | -12.8% |
| YTD | -16.2% | +19.2% | -35.3% | -21.1% |
| 1Y | -34.6% | +15.2% | -49.7% | -38.0% |
| 3Y | -14.5% | +6.0% | -20.4% | -18.2% |
| 5Y | +17.0% | +5.4% | +11.6% | +11.6% |
| 10Y | +560.0% | +171.9% | +388.2% | +366.8% |
| All | +1,566.0% | +1,132.0% | +434.0% | +655.2% |
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