+1,080.2%
KEYS vs SSNC
+331.8%
+748.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +3.6% |
| 7D | +4.4% | -1.8% | +6.2% | +5.2% |
| 30D | -2.2% | +1.9% | -4.1% | -3.3% |
| 3M | +0.5% | +18.4% | -17.8% | -8.4% |
| 6M | +22.4% | +7.0% | +15.4% | +16.2% |
| YTD | +64.1% | -6.9% | +71.0% | +65.7% |
| 1Y | +97.0% | -8.2% | +105.1% | +100.0% |
| 3Y | +152.0% | +50.5% | +101.5% | +101.2% |
| 5Y | +83.7% | +17.4% | +66.4% | +63.2% |
| 10Y | +997.9% | +164.9% | +832.9% | +578.8% |
| All | +1,080.2% | +331.8% | +748.5% | +554.3% |
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