+96.0%
KEYS vs SSNC
-3.0%
+99.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.3% |
| 7D | +2.3% | +0.6% | +1.6% | +2.3% |
| 30D | -2.6% | +6.0% | -8.7% | -1.9% |
| 3M | -4.6% | +21.0% | -25.6% | -1.4% |
| 6M | +8.7% | +12.1% | -3.4% | +15.1% |
| YTD | +61.0% | -3.2% | +64.3% | +77.3% |
| 1Y | +96.0% | -4.4% | +100.4% | +119.4% |
| All | +96.0% | -3.0% | +99.0% | +119.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling