+915.9%
KDP vs SSNC
+1,013.9%
-98.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | +8.2% | -2.5% | +10.8% | +8.8% |
| 30D | +18.4% | -2.7% | +21.1% | +19.0% |
| 3M | +29.2% | -0.8% | +30.1% | +29.4% |
| 6M | +32.3% | +15.5% | +16.8% | +27.9% |
| YTD | +38.5% | -8.8% | +47.3% | +40.2% |
| 1Y | +48.5% | -5.8% | +54.3% | +49.2% |
| 3Y | +32.5% | +55.7% | -23.2% | +18.0% |
| 5Y | +19.7% | +6.7% | +13.0% | +14.5% |
| 10Y | +256.4% | +184.0% | +72.4% | +173.1% |
| All | +915.9% | +1,013.9% | -98.1% | +483.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling