-24.4%
KVUE vs SSNC
+51.9%
-76.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -6.1% | -6.7% | +0.6% | -4.7% |
| 30D | -5.6% | -0.8% | -4.8% | -5.4% |
| 3M | -0.3% | +16.1% | -16.4% | -3.6% |
| 6M | +1.4% | +7.9% | -6.6% | -0.5% |
| YTD | +6.7% | -8.7% | +15.5% | +8.7% |
| 1Y | +1.0% | -9.5% | +10.4% | +2.9% |
| 3Y | -5.4% | +47.7% | -53.1% | -17.3% |
| All | -24.4% | +51.9% | -76.3% | -35.9% |
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