+121.9%
KRE vs SSNC
+173.6%
-51.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.9% |
| 7D | -1.8% | -4.0% | +2.2% | +0.5% |
| 30D | -4.5% | +0.5% | -5.0% | -5.0% |
| 3M | +2.7% | +18.9% | -16.2% | -8.0% |
| 6M | +16.9% | +10.8% | +6.0% | +8.5% |
| YTD | +15.4% | -7.1% | +22.5% | +18.2% |
| 1Y | +16.1% | -9.6% | +25.7% | +20.8% |
| 3Y | +85.7% | +51.1% | +34.7% | +42.2% |
| 5Y | +33.3% | +19.7% | +13.6% | +15.3% |
| All | +121.9% | +173.6% | -51.7% | +40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling