-35.3%
KEEL vs SSNC
+19.2%
-54.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +2.0% |
| 7D | +2.9% | -4.0% | +6.9% | +7.0% |
| 30D | +0.8% | +0.5% | +0.3% | -0.8% |
| 3M | -35.3% | +18.9% | -54.3% | -50.5% |
| 6M | +59.4% | +10.8% | +48.5% | +30.7% |
| YTD | +51.9% | -7.1% | +59.1% | +54.8% |
| 1Y | +75.0% | -9.6% | +84.6% | +82.2% |
| 3Y | +224.5% | +51.1% | +173.5% | +49.1% |
| All | -35.3% | +19.2% | -54.5% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling