+306.0%
KRE vs SSNC
+1,037.0%
-731.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.6% | +0.7% |
| 7D | +2.3% | -1.8% | +4.1% | +3.2% |
| 30D | -2.5% | +1.9% | -4.4% | -3.6% |
| 3M | +6.2% | +18.4% | -12.2% | -3.5% |
| 6M | +15.8% | +7.0% | +8.9% | +10.5% |
| YTD | +16.0% | -6.9% | +22.9% | +18.3% |
| 1Y | +16.2% | -8.2% | +24.3% | +19.2% |
| 3Y | +86.4% | +50.5% | +35.9% | +48.1% |
| 5Y | +33.0% | +17.4% | +15.6% | +18.9% |
| 10Y | +123.0% | +164.9% | -41.9% | +32.9% |
| All | +306.0% | +1,037.0% | -731.0% | +16.1% |
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