-16.3%
KMX vs SSNC
+58.0%
-74.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | +3.4% | +2.3% | +1.1% | +1.9% |
| 30D | +6.8% | -3.1% | +9.9% | +8.7% |
| 3M | -11.4% | -2.7% | -8.6% | -10.1% |
| 6M | +43.6% | +23.7% | +19.9% | +23.4% |
| YTD | +37.7% | -8.0% | +45.8% | +47.0% |
| 1Y | +53.0% | -4.7% | +57.7% | +58.1% |
| 3Y | -16.3% | +58.0% | -74.3% | -55.2% |
| All | -16.3% | +58.0% | -74.3% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling