+135.5%
KEY vs SSNC
+56.7%
+78.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.0% |
| 7D | +2.2% | +0.6% | +1.6% | +1.8% |
| 30D | -3.0% | +6.0% | -9.1% | -6.5% |
| 3M | +3.3% | +21.0% | -17.6% | -9.0% |
| 6M | +9.2% | +12.1% | -2.9% | +1.1% |
| YTD | +10.6% | -3.2% | +13.9% | +14.2% |
| 1Y | +20.4% | -4.4% | +24.8% | +25.2% |
| All | +135.5% | +56.7% | +78.8% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling