-56.0%
KHC vs SSNC
+169.0%
-225.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.5% | -6.7% | +4.2% | -1.0% |
| 30D | +0.5% | -0.8% | +1.3% | +0.7% |
| 3M | +3.0% | +16.1% | -13.0% | -0.5% |
| 6M | +6.6% | +7.9% | -1.3% | +4.5% |
| YTD | +5.8% | -8.7% | +14.5% | +7.3% |
| 1Y | -2.2% | -9.5% | +7.3% | -0.7% |
| 3Y | -12.5% | +47.7% | -60.2% | -21.1% |
| 5Y | -13.6% | +17.6% | -31.2% | -19.1% |
| All | -56.0% | +169.0% | -225.0% | -65.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling