+1,154.3%
SSNC vs KIM
+215.6%
+938.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +6.0% | -4.0% | +10.0% | +7.6% |
| 3M | +21.0% | +0.5% | +20.4% | +20.6% |
| 6M | +12.1% | +3.6% | +8.5% | +10.4% |
| YTD | -3.2% | +20.4% | -23.7% | -10.1% |
| 1Y | -4.4% | +9.7% | -14.1% | -8.1% |
| 3Y | +51.6% | +46.0% | +5.6% | +29.6% |
| 5Y | +21.1% | +34.4% | -13.4% | +5.9% |
| 10Y | +177.7% | +29.3% | +148.4% | +128.1% |
| All | +1,154.3% | +215.6% | +938.7% | +574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling