+105.3%
KEY vs SSNC
+174.0%
-68.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.1% |
| 7D | +0.5% | -2.5% | +3.1% | +2.3% |
| 30D | +6.9% | -2.7% | +9.6% | +8.4% |
| 3M | -5.0% | -0.8% | -4.2% | -5.1% |
| 6M | +0.7% | +15.5% | -14.8% | -10.8% |
| YTD | +6.5% | -8.8% | +15.3% | +10.1% |
| 1Y | +22.6% | -5.8% | +28.4% | +23.8% |
| 3Y | +125.3% | +55.7% | +69.6% | +57.7% |
| 5Y | +13.9% | +6.7% | +7.2% | +3.2% |
| 10Y | +105.3% | +184.0% | -78.7% | +22.6% |
| All | +105.3% | +174.0% | -68.7% | +22.6% |
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 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