+41.1%
KMB vs SSNC
+174.0%
-132.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +6.0% | -2.5% | +8.6% | +6.5% |
| 30D | +13.5% | -2.7% | +16.2% | +14.0% |
| 3M | +3.8% | -0.8% | +4.6% | +3.9% |
| 6M | +15.6% | +15.5% | +0.1% | +12.8% |
| YTD | +14.0% | -8.8% | +22.8% | +15.1% |
| 1Y | +12.9% | -5.8% | +18.7% | +13.4% |
| 3Y | +3.7% | +55.7% | -52.0% | -4.1% |
| 5Y | -0.1% | +6.7% | -6.7% | -3.5% |
| 10Y | +41.1% | +184.0% | -142.9% | +16.0% |
| All | +41.1% | +174.0% | -132.9% | +16.0% |
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