-13.4%
KHC vs SSNC
+15.9%
-29.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -4.8% | -3.9% | -0.9% | -4.1% |
| 30D | +0.3% | -0.2% | +0.5% | +0.3% |
| 3M | +6.7% | +15.9% | -9.2% | +4.0% |
| 6M | +4.2% | +7.5% | -3.3% | +2.6% |
| YTD | +6.7% | -8.2% | +15.0% | +7.7% |
| 1Y | -1.4% | -9.3% | +7.9% | -0.3% |
| 3Y | -11.8% | +48.5% | -60.2% | -17.4% |
| 5Y | -13.4% | +16.0% | -29.4% | -17.6% |
| All | -13.4% | +15.9% | -29.3% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling