+33.1%
KRE vs SSNC
+14.9%
+18.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -1.4% | -6.7% | +5.3% | +3.0% |
| 30D | -3.9% | -0.8% | -3.1% | -3.6% |
| 3M | +3.6% | +16.1% | -12.4% | -6.8% |
| 6M | +15.4% | +7.9% | +7.4% | +8.3% |
| YTD | +15.2% | -8.7% | +23.9% | +20.8% |
| 1Y | +16.5% | -9.5% | +25.9% | +22.7% |
| 3Y | +85.2% | +47.7% | +37.5% | +34.5% |
| 5Y | +33.1% | +17.6% | +15.5% | +9.3% |
| All | +33.1% | +14.9% | +18.2% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling