+73.1%
BAC vs KKR
+72.2%
+0.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | +0.6% | -2.2% | +2.8% | +1.4% |
| 30D | -1.4% | +0.3% | -1.6% | -1.9% |
| 3M | +15.7% | +8.8% | +6.9% | +11.2% |
| 6M | +32.2% | +14.9% | +17.3% | +23.6% |
| YTD | +15.8% | -17.9% | +33.7% | +22.8% |
| 1Y | +27.3% | -23.7% | +51.0% | +38.1% |
| 3Y | +137.5% | +69.1% | +68.4% | +78.1% |
| 5Y | +73.1% | +72.6% | +0.5% | +20.2% |
| All | +73.1% | +72.2% | +0.9% | +20.2% |
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