+59.6%
KEYS vs SSNC
-3.9%
+63.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.6% | -4.7% | -6.7% |
| 7D | -14.8% | -1.1% | -13.7% | -15.0% |
| 30D | -25.6% | +0.6% | -26.2% | -25.5% |
| 3M | -16.2% | -1.5% | -14.7% | -16.4% |
| 6M | -18.6% | +15.8% | -34.5% | -15.1% |
| YTD | +40.7% | -8.0% | +48.6% | +55.4% |
| 1Y | +59.6% | -5.8% | +65.4% | +71.4% |
| All | +59.6% | -3.9% | +63.6% | +71.4% |
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