+39.7%
KGC vs SSNC
+1,021.7%
-982.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -4.1% | +1.4% | -5.4% | -4.2% |
| 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% | -36.2% |
| YTD | -26.2% | -8.2% | -18.0% | -25.7% |
| 1Y | -20.1% | -5.5% | -14.6% | -19.9% |
| 3Y | +312.4% | +56.8% | +255.6% | +286.0% |
| 5Y | +224.9% | +7.8% | +217.1% | +213.5% |
| 10Y | +608.7% | +183.3% | +425.4% | +533.3% |
| All | +39.7% | +1,021.7% | -982.0% | -4.8% |
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