+620.2%
KR vs SSNC
+1,015.4%
-395.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -2.7% | -6.7% | +4.1% | -1.7% |
| 30D | +1.9% | -0.8% | +2.7% | +2.1% |
| 3M | -11.0% | +16.1% | -27.1% | -13.0% |
| 6M | -20.2% | +7.9% | -28.2% | -21.2% |
| YTD | -7.3% | -8.7% | +1.4% | -6.5% |
| 1Y | -13.1% | -9.5% | -3.6% | -12.3% |
| 3Y | +29.7% | +47.7% | -17.9% | +20.8% |
| 5Y | +48.8% | +17.6% | +31.1% | +42.0% |
| 10Y | +122.8% | +167.7% | -45.0% | +76.8% |
| All | +620.2% | +1,015.4% | -395.2% | +321.6% |
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