+167.0%
KEY vs SSNC
+164.2%
+2.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | +0.8% |
| 7D | +2.7% | -1.8% | +4.5% | +3.9% |
| 30D | -3.2% | +1.9% | -5.1% | -4.6% |
| 3M | +1.0% | +18.4% | -17.4% | -11.4% |
| 6M | +11.9% | +7.0% | +4.9% | +4.8% |
| YTD | +8.7% | -6.9% | +15.6% | +11.4% |
| 1Y | +18.5% | -8.2% | +26.6% | +22.3% |
| 3Y | +124.0% | +50.5% | +73.4% | +62.1% |
| 5Y | +40.8% | +17.4% | +23.4% | +20.2% |
| 10Y | +167.0% | +164.9% | +2.1% | +57.4% |
| All | +167.0% | +164.2% | +2.8% | +57.4% |
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