-50.1%
KVYO vs SSNC
+50.7%
-100.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | -0.1% |
| 7D | -12.1% | -4.0% | -8.0% | -8.6% |
| 30D | -5.2% | +0.5% | -5.7% | -5.2% |
| 3M | +14.5% | +18.9% | -4.4% | -1.7% |
| 6M | -17.6% | +10.8% | -28.5% | -24.8% |
| YTD | -49.6% | -7.1% | -42.5% | -46.2% |
| 1Y | -48.6% | -9.6% | -38.9% | -43.9% |
| All | -50.1% | +50.7% | -100.7% | -70.1% |
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