+90.1%
KEYS vs SSNC
+19.2%
+70.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.2% |
| 7D | +3.5% | -4.0% | +7.5% | +5.5% |
| 30D | -4.5% | +0.5% | -5.0% | -5.0% |
| 3M | -0.4% | +18.9% | -19.3% | -10.3% |
| 6M | +19.1% | +10.8% | +8.3% | +10.9% |
| YTD | +66.7% | -7.1% | +73.8% | +72.2% |
| 1Y | +96.5% | -9.6% | +106.1% | +106.5% |
| 3Y | +155.2% | +51.1% | +104.1% | +88.1% |
| All | +90.1% | +19.2% | +70.9% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling