+294.5%
KEEL vs SSNC
+95.4%
+199.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +2.6% |
| 7D | +2.9% | -4.0% | +6.9% | +5.6% |
| 30D | +0.8% | +0.5% | +0.3% | -0.1% |
| 3M | -35.3% | +18.9% | -54.3% | -45.2% |
| 6M | +59.4% | +10.8% | +48.5% | +41.1% |
| YTD | +51.9% | -7.1% | +59.1% | +53.4% |
| 1Y | +75.0% | -9.6% | +84.6% | +79.2% |
| 3Y | +224.5% | +51.1% | +173.5% | +126.1% |
| 5Y | -35.9% | +19.7% | -55.6% | -46.8% |
| All | +294.5% | +95.4% | +199.1% | +225.2% |
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