-0.5%
KMB vs SSNC
+5.9%
-6.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.7% |
| 7D | +0.5% | -3.3% | +3.8% | +1.1% |
| 30D | +12.4% | -1.3% | +13.6% | +12.7% |
| 3M | +1.0% | -2.3% | +3.3% | +1.5% |
| 6M | +12.1% | +12.6% | -0.5% | +9.8% |
| YTD | +11.6% | -10.1% | +21.7% | +13.2% |
| 1Y | +13.1% | -6.6% | +19.7% | +13.8% |
| 3Y | +1.6% | +54.0% | -52.4% | -6.8% |
| All | -0.5% | +5.9% | -6.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling