+8.0%
KMX vs SSNC
+173.6%
-165.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.3% |
| 7D | -3.1% | -4.0% | +0.9% | -0.6% |
| 30D | +4.4% | +0.5% | +3.9% | +4.1% |
| 3M | +18.9% | +18.9% | 0.0% | +5.8% |
| 6M | +44.3% | +10.8% | +33.5% | +33.5% |
| YTD | +58.7% | -7.1% | +65.8% | +63.1% |
| 1Y | +0.1% | -9.6% | +9.7% | +5.0% |
| 3Y | -24.4% | +51.1% | -75.5% | -42.4% |
| 5Y | -54.4% | +19.7% | -74.1% | -60.3% |
| All | +8.0% | +173.6% | -165.6% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling