+4,878.2%
SNPS vs KR
+3,789.1%
+1,089.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -5.5% | -1.3% | -4.2% | -5.3% |
| 30D | -5.8% | +1.5% | -7.3% | -6.1% |
| 3M | -17.2% | -8.5% | -8.7% | -16.3% |
| 6M | -10.4% | -21.9% | +11.5% | -7.3% |
| YTD | -16.5% | -6.9% | -9.7% | -16.3% |
| 1Y | -35.6% | -14.0% | -21.7% | -34.8% |
| 3Y | -14.6% | +30.3% | -44.9% | -20.7% |
| 5Y | +16.5% | +37.7% | -21.3% | +5.4% |
| 10Y | +556.6% | +125.2% | +431.4% | +415.4% |
| All | +4,878.2% | +3,789.1% | +1,089.1% | +1,935.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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