-42.5%
KHC vs SSNC
+185.4%
-228.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +2.0% | +2.3% | -0.3% | +1.5% |
| 30D | +10.6% | -3.1% | +13.7% | +11.4% |
| 3M | +0.5% | -2.7% | +3.3% | +1.1% |
| 6M | +12.1% | +23.7% | -11.6% | +6.3% |
| YTD | +8.9% | -8.0% | +16.9% | +10.3% |
| 1Y | +7.5% | -4.7% | +12.2% | +7.9% |
| 3Y | -10.7% | +58.0% | -68.7% | -21.3% |
| 5Y | -13.2% | +8.0% | -21.1% | -17.1% |
| 10Y | -50.6% | +183.8% | -234.4% | -65.5% |
| All | -42.5% | +185.4% | -228.0% | -59.9% |
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