-4.7%
SSNC vs KIM
+30.6%
-35.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -3.1% | +14.1% | -17.2% | -6.8% |
| 3M | -2.7% | +6.0% | -8.7% | -4.5% |
| 6M | +23.7% | +13.2% | +10.4% | +19.4% |
| YTD | -8.0% | +30.4% | -38.4% | -13.7% |
| 1Y | -4.7% | +31.0% | -35.7% | -10.9% |
| All | -4.7% | +30.6% | -35.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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