-11.3%
ABT vs KKR
+64.7%
-76.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.9% | -6.2% | +0.3% | -4.9% |
| 30D | -8.1% | -8.9% | +0.8% | -6.8% |
| 3M | +14.5% | +6.3% | +8.3% | +13.1% |
| 6M | -6.3% | +16.5% | -22.7% | -9.0% |
| YTD | -17.1% | -20.3% | +3.1% | -14.6% |
| 1Y | -21.4% | -29.8% | +8.4% | -17.3% |
| 3Y | +5.9% | +63.2% | -57.3% | -13.2% |
| All | -11.3% | +64.7% | -76.0% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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