+432.9%
BAC vs KKR
+1,697.8%
-1,264.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.9% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | -0.4% | +2.2% | -2.6% | -2.0% |
| 3M | +16.9% | +13.1% | +3.8% | +8.6% |
| 6M | +26.6% | +15.3% | +11.4% | +15.4% |
| YTD | +15.8% | -15.0% | +30.8% | +22.3% |
| 1Y | +27.2% | -21.0% | +48.2% | +38.3% |
| 3Y | +132.4% | +76.7% | +55.7% | +52.7% |
| 5Y | +72.6% | +74.3% | -1.8% | +6.6% |
| 10Y | +389.7% | +753.7% | -364.0% | +11.3% |
| All | +432.9% | +1,697.8% | -1,264.9% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling