+96.5%
KEYS vs SSNC
-8.1%
+104.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +4.2% |
| 7D | +3.5% | -4.0% | +7.5% | +2.9% |
| 30D | -4.5% | +0.5% | -5.0% | -4.4% |
| 3M | -0.4% | +18.9% | -19.3% | +2.2% |
| 6M | +19.1% | +10.8% | +8.3% | +24.4% |
| YTD | +66.7% | -7.1% | +73.8% | +82.6% |
| 1Y | +96.5% | -9.6% | +106.1% | +118.4% |
| All | +96.5% | -8.1% | +104.6% | +118.4% |
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