-44.5%
KHC vs SSNC
+183.0%
-227.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -1.1% | -2.5% | +1.4% | -0.5% |
| 30D | +8.8% | -2.7% | +11.6% | +9.6% |
| 3M | -1.2% | -0.8% | -0.4% | -1.1% |
| 6M | +4.6% | +15.5% | -10.9% | +0.9% |
| YTD | +5.1% | -8.8% | +14.0% | +6.7% |
| 1Y | +6.2% | -5.8% | +12.0% | +6.9% |
| 3Y | -12.9% | +55.7% | -68.6% | -23.0% |
| 5Y | -16.8% | +6.7% | -23.4% | -20.3% |
| 10Y | -52.4% | +184.0% | -236.5% | -66.8% |
| All | -44.5% | +183.0% | -227.5% | -61.2% |
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 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