+108.2%
KGC vs SSNC
+1,082.2%
-974.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | +20.3% | +6.0% | +14.2% | +19.4% |
| 3M | +8.1% | +21.0% | -12.9% | +5.3% |
| 6M | -8.8% | +12.1% | -20.9% | -10.3% |
| YTD | +10.1% | -3.2% | +13.3% | +10.1% |
| 1Y | +44.2% | -4.4% | +48.6% | +44.3% |
| 3Y | +533.0% | +51.6% | +481.4% | +495.1% |
| 5Y | +443.0% | +21.1% | +421.9% | +417.9% |
| 10Y | +678.6% | +177.7% | +500.9% | +594.8% |
| All | +108.2% | +1,082.2% | -974.0% | +41.1% |
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