+218.9%
KMB vs SSNC
+1,021.7%
-802.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.0% | +1.4% | -4.3% | -3.2% |
| 30D | +9.1% | -2.6% | +11.7% | +9.5% |
| 3M | -0.4% | -0.6% | +0.2% | -0.3% |
| 6M | +13.0% | +19.9% | -6.9% | +9.7% |
| YTD | +10.3% | -8.2% | +18.5% | +11.2% |
| 1Y | +8.2% | -5.5% | +13.8% | +8.6% |
| 3Y | +0.4% | +56.8% | -56.4% | -7.1% |
| 5Y | -2.7% | +7.8% | -10.5% | -5.9% |
| 10Y | +35.7% | +183.3% | -147.7% | +10.6% |
| All | +218.9% | +1,021.7% | -802.8% | +114.6% |
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