+373.3%
KEY vs SSNC
+1,000.8%
-627.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -0.4% | -4.5% | +4.1% | +2.3% |
| 30D | +7.2% | -3.9% | +11.1% | +9.4% |
| 3M | -4.9% | -1.3% | -3.6% | -4.6% |
| 6M | +1.1% | +14.1% | -13.1% | -8.1% |
| YTD | +6.8% | -9.9% | +16.7% | +10.7% |
| 1Y | +23.3% | -6.2% | +29.5% | +24.7% |
| 3Y | +126.1% | +56.1% | +70.0% | +69.4% |
| 5Y | +15.2% | +5.4% | +9.8% | +8.2% |
| 10Y | +113.6% | +172.3% | -58.7% | +23.6% |
| All | +373.3% | +1,000.8% | -627.5% | +45.3% |
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 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