+2,896.3%
KLAC vs SSNC
+173.6%
+2,722.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.0% |
| 7D | -2.7% | -4.0% | +1.4% | -0.4% |
| 30D | -13.2% | +0.5% | -13.7% | -13.7% |
| 3M | -25.0% | +18.9% | -43.9% | -34.4% |
| 6M | +23.6% | +10.8% | +12.8% | +11.6% |
| YTD | +49.2% | -7.1% | +56.4% | +50.7% |
| 1Y | +89.3% | -9.6% | +98.9% | +93.9% |
| 3Y | +274.4% | +51.1% | +223.3% | +167.4% |
| 5Y | +440.9% | +19.7% | +421.3% | +352.6% |
| All | +2,896.3% | +173.6% | +2,722.7% | +1,473.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling