+94.2%
KEY vs SSNC
+184.6%
-90.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.9% | +2.3% | +0.6% | +1.3% |
| 30D | +8.4% | -3.1% | +11.5% | +10.4% |
| 3M | -5.8% | -2.7% | -3.0% | -4.6% |
| 6M | +5.4% | +23.7% | -18.2% | -11.0% |
| YTD | +7.1% | -8.0% | +15.1% | +10.1% |
| 1Y | +26.8% | -4.7% | +31.5% | +27.0% |
| 3Y | +128.7% | +58.0% | +70.7% | +58.5% |
| 5Y | +13.6% | +8.0% | +5.7% | +2.2% |
| All | +94.2% | +184.6% | -90.4% | +15.5% |
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