+38.7%
KNX vs SSNC
+19.2%
+19.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.4% |
| 7D | -5.6% | -4.0% | -1.5% | -3.6% |
| 30D | -4.4% | +0.5% | -4.9% | -4.8% |
| 3M | -17.3% | +18.9% | -36.3% | -25.1% |
| 6M | +22.6% | +10.8% | +11.8% | +15.0% |
| YTD | +31.1% | -7.1% | +38.3% | +35.5% |
| 1Y | +60.2% | -9.6% | +69.8% | +68.1% |
| 3Y | +35.8% | +51.1% | -15.3% | +4.4% |
| All | +38.7% | +19.2% | +19.5% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling