+212.2%
KMB vs SSNC
+1,082.2%
-870.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -3.0% | +0.6% | -3.7% | -3.1% |
| 30D | -5.5% | +6.0% | -11.5% | -6.3% |
| 3M | +14.0% | +21.0% | -7.0% | +10.6% |
| 6M | +4.1% | +12.1% | -8.0% | +2.1% |
| YTD | +8.0% | -3.2% | +11.3% | +8.1% |
| 1Y | -13.7% | -4.4% | -9.4% | -13.6% |
| 3Y | -5.9% | +51.6% | -57.6% | -12.5% |
| 5Y | -8.6% | +21.1% | -29.7% | -13.1% |
| 10Y | +17.3% | +177.7% | -160.4% | -4.2% |
| All | +212.2% | +1,082.2% | -870.0% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling