+141.1%
KMX vs SSNC
+1,037.0%
-895.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -2.3% |
| 7D | -0.7% | -1.8% | +1.1% | +0.2% |
| 30D | +4.1% | +1.9% | +2.2% | +3.1% |
| 3M | +27.5% | +18.4% | +9.1% | +15.9% |
| 6M | +43.6% | +7.0% | +36.6% | +37.1% |
| YTD | +56.8% | -6.9% | +63.7% | +60.2% |
| 1Y | -1.3% | -8.2% | +6.8% | +1.9% |
| 3Y | -25.4% | +50.5% | -75.9% | -40.0% |
| 5Y | -53.9% | +17.4% | -71.3% | -58.1% |
| 10Y | +0.7% | +164.9% | -164.3% | -36.5% |
| All | +141.1% | +1,037.0% | -895.9% | -14.5% |
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