+17.2%
KRMN vs SSNC
-7.8%
+25.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.4% | -9.9% | -10.6% |
| 7D | -12.9% | -3.9% | -9.0% | -11.3% |
| 30D | -43.3% | -0.2% | -43.2% | -43.3% |
| 3M | -27.2% | +15.9% | -43.1% | -32.6% |
| 6M | -66.8% | +7.5% | -74.3% | -67.7% |
| YTD | -51.9% | -8.2% | -43.6% | -47.9% |
| 1Y | -43.7% | -9.3% | -34.3% | -38.0% |
| All | +17.2% | -7.8% | +25.0% | +34.8% |
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 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