+16.0%
SSNC vs KIM
+37.3%
-21.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -3.9% | -1.0% | -2.9% | -3.5% |
| 30D | -0.2% | -1.1% | +0.9% | +0.3% |
| 3M | +15.9% | -5.3% | +21.2% | +18.9% |
| 6M | +7.5% | +3.9% | +3.5% | +5.1% |
| YTD | -8.2% | +20.3% | -28.5% | -16.7% |
| 1Y | -9.3% | +10.4% | -19.8% | -14.3% |
| 3Y | +48.5% | +46.3% | +2.1% | +19.5% |
| 5Y | +16.0% | +37.6% | -21.6% | -2.3% |
| All | +16.0% | +37.3% | -21.3% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling