-25.7%
KMX vs SSNC
+47.5%
-73.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.4% |
| 7D | -1.9% | -3.9% | +2.0% | +0.6% |
| 30D | +2.6% | -0.2% | +2.7% | +2.7% |
| 3M | +25.6% | +15.9% | +9.7% | +13.5% |
| 6M | +41.9% | +7.5% | +34.4% | +35.0% |
| YTD | +56.0% | -8.2% | +64.2% | +66.9% |
| 1Y | -1.8% | -9.3% | +7.6% | +6.5% |
| All | -25.7% | +47.5% | -73.2% | -52.8% |
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 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