+115.7%
KMI vs SSNC
+875.4%
-759.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.7% | +3.2% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | +3.7% | +1.9% | +1.8% | +2.8% |
| 3M | +3.2% | +18.4% | -15.2% | -3.7% |
| 6M | -3.0% | +7.0% | -9.9% | -6.4% |
| YTD | +19.7% | -6.9% | +26.6% | +20.9% |
| 1Y | +25.6% | -8.2% | +33.8% | +27.3% |
| 3Y | +120.2% | +50.5% | +69.7% | +82.7% |
| 5Y | +160.5% | +17.4% | +143.1% | +133.3% |
| 10Y | +134.8% | +164.9% | -30.1% | +54.0% |
| All | +115.7% | +875.4% | -759.7% | -9.8% |
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 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