-14.8%
KMB vs SSNC
-3.0%
-11.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | -4.2% | +0.6% | -4.8% | -4.3% |
| 30D | -6.6% | +6.0% | -12.6% | -7.4% |
| 3M | +12.6% | +21.0% | -8.3% | +9.5% |
| 6M | +2.9% | +12.1% | -9.2% | +0.2% |
| YTD | +6.8% | -3.2% | +10.0% | +4.8% |
| 1Y | -14.8% | -4.4% | -10.4% | -13.5% |
| All | -14.8% | -3.0% | -11.8% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling