+425.1%
KO vs SSNC
+1,015.4%
-590.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.1% | -6.7% | +5.6% | +0.3% |
| 30D | +1.6% | -0.8% | +2.4% | +1.7% |
| 3M | +5.8% | +16.1% | -10.3% | +2.4% |
| 6M | +14.3% | +7.9% | +6.3% | +12.1% |
| YTD | +27.3% | -8.7% | +36.0% | +28.8% |
| 1Y | +33.2% | -9.5% | +42.7% | +34.8% |
| 3Y | +64.5% | +47.7% | +16.8% | +48.6% |
| 5Y | +83.1% | +17.6% | +65.5% | +71.7% |
| 10Y | +183.9% | +167.7% | +16.2% | +122.7% |
| All | +425.1% | +1,015.4% | -590.2% | +201.3% |
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