-8.6%
KMB vs SSNC
+51.8%
-60.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.4% |
| 30D | -5.0% | +1.9% | -6.9% | -5.3% |
| 3M | +6.6% | +18.4% | -11.8% | +3.4% |
| 6M | +1.0% | +7.0% | -6.0% | -0.5% |
| YTD | +6.0% | -6.9% | +12.9% | +6.8% |
| 1Y | -16.6% | -8.2% | -8.5% | -15.8% |
| 3Y | -8.6% | +50.5% | -59.2% | -18.7% |
| All | -8.6% | +51.8% | -60.4% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling