+204.9%
SNPS vs KEEL
+309.9%
-105.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -5.5% | +19.3% | -24.8% | -6.8% |
| 30D | -4.5% | +9.1% | -13.6% | -5.3% |
| 3M | -15.5% | -31.5% | +16.1% | -14.0% |
| 6M | -10.1% | +75.8% | -85.9% | -15.1% |
| YTD | -16.3% | +57.9% | -74.2% | -20.8% |
| 1Y | -34.9% | +133.3% | -168.3% | -41.3% |
| 3Y | -14.4% | +204.1% | -218.5% | -27.4% |
| 5Y | +17.9% | -37.5% | +55.4% | +2.2% |
| All | +204.9% | +309.9% | -105.1% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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