+20.1%
KDP vs SSNC
-9.3%
+29.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.4% |
| 7D | -1.6% | -3.9% | +2.3% | -1.5% |
| 30D | +9.5% | -0.2% | +9.7% | +9.6% |
| 3M | +2.6% | +15.9% | -13.3% | +3.1% |
| 6M | +15.6% | +7.5% | +8.2% | +15.4% |
| YTD | +17.3% | -8.2% | +25.5% | +16.2% |
| 1Y | +20.1% | -9.3% | +29.4% | +18.7% |
| All | +20.1% | -9.3% | +29.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling