+317.3%
KNX vs SSNC
+1,021.3%
-704.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | +2.3% | -3.9% | +6.2% | +3.9% |
| 30D | +0.5% | -0.2% | +0.6% | +0.5% |
| 3M | -14.1% | +15.9% | -30.1% | -19.5% |
| 6M | +19.8% | +7.5% | +12.3% | +15.4% |
| YTD | +32.7% | -8.2% | +40.9% | +35.5% |
| 1Y | +62.3% | -9.3% | +71.7% | +66.5% |
| 3Y | +36.8% | +48.5% | -11.6% | +15.6% |
| 5Y | +41.8% | +16.0% | +25.8% | +30.2% |
| 10Y | +169.7% | +169.2% | +0.5% | +74.8% |
| All | +317.3% | +1,021.3% | -704.0% | +50.5% |
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