+14.7%
KMB vs SSNC
+162.7%
-148.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.9% |
| 7D | -8.6% | -3.9% | -4.7% | -8.0% |
| 30D | -7.5% | -0.2% | -7.4% | -7.5% |
| 3M | -0.6% | +15.9% | -16.6% | -3.0% |
| 6M | -1.5% | +7.5% | -9.0% | -2.9% |
| YTD | +1.6% | -8.2% | +9.8% | +2.5% |
| 1Y | -20.8% | -9.3% | -11.4% | -20.0% |
| 3Y | -12.4% | +48.5% | -60.8% | -18.5% |
| 5Y | -12.9% | +16.0% | -28.9% | -17.0% |
| 10Y | +14.7% | +169.2% | -154.4% | -6.0% |
| All | +14.7% | +162.7% | -148.0% | -6.0% |
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