+314.8%
KGC vs SSNC
+57.7%
+257.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -4.1% | +1.4% | -5.4% | -4.3% |
| 30D | -11.6% | -2.6% | -9.0% | -11.4% |
| 3M | -24.5% | -0.6% | -23.9% | -24.5% |
| 6M | -34.6% | +19.9% | -54.4% | -36.9% |
| YTD | -26.2% | -8.2% | -18.0% | -24.7% |
| 1Y | -20.1% | -5.5% | -14.6% | -19.1% |
| All | +314.8% | +57.7% | +257.1% | +210.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling