+37.7%
KR vs SSNC
+49.3%
-11.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.5% |
| 7D | -0.2% | -4.0% | +3.9% | +0.3% |
| 30D | +5.1% | +0.5% | +4.5% | +5.0% |
| 3M | -8.2% | +18.9% | -27.1% | -9.7% |
| 6M | -18.0% | +10.8% | -28.8% | -19.1% |
| YTD | -4.8% | -7.1% | +2.4% | -4.9% |
| 1Y | -11.0% | -9.6% | -1.4% | -10.8% |
| 3Y | +37.7% | +51.1% | -13.4% | +26.8% |
| All | +37.7% | +49.3% | -11.6% | +26.8% |
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