+390.3%
KEY vs SSNC
+1,082.2%
-691.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.9% |
| 7D | +2.2% | +0.6% | +1.6% | +1.8% |
| 30D | -3.0% | +6.0% | -9.1% | -6.4% |
| 3M | +3.3% | +21.0% | -17.6% | -8.6% |
| 6M | +9.2% | +12.1% | -2.9% | +0.5% |
| YTD | +10.6% | -3.2% | +13.9% | +10.4% |
| 1Y | +20.4% | -4.4% | +24.8% | +20.8% |
| 3Y | +121.8% | +51.6% | +70.2% | +70.0% |
| 5Y | +41.1% | +21.1% | +20.0% | +22.9% |
| 10Y | +168.5% | +177.7% | -9.2% | +53.0% |
| All | +390.3% | +1,082.2% | -691.9% | +44.9% |
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