-27.2%
KWEB vs SSNC
-3.0%
-24.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | -1.0% | +0.6% | -1.7% | -1.1% |
| 30D | -8.7% | +6.0% | -14.8% | -9.6% |
| 3M | -4.0% | +21.0% | -25.0% | -6.9% |
| 6M | -13.1% | +12.1% | -25.2% | -14.6% |
| YTD | -23.5% | -3.2% | -20.3% | -22.9% |
| 1Y | -27.2% | -4.4% | -22.8% | -24.3% |
| All | -27.2% | -3.0% | -24.2% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling