+179.8%
KDP vs SSNC
+162.7%
+17.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.1% |
| 7D | -1.6% | -3.9% | +2.3% | -0.6% |
| 30D | +9.5% | -0.2% | +9.7% | +9.6% |
| 3M | +2.6% | +15.9% | -13.3% | -1.2% |
| 6M | +15.6% | +7.5% | +8.2% | +13.1% |
| YTD | +17.3% | -8.2% | +25.5% | +19.0% |
| 1Y | +20.1% | -9.3% | +29.4% | +22.1% |
| 3Y | +4.9% | +48.5% | -43.5% | -7.8% |
| 5Y | +5.0% | +16.0% | -11.0% | -2.7% |
| 10Y | +179.8% | +169.2% | +10.6% | +109.4% |
| All | +179.8% | +162.7% | +17.1% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling