+333.7%
BAC vs KKR
+1,536.3%
-1,202.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +3.2% | +1.6% | +1.6% | +2.3% |
| 30D | -0.7% | +14.5% | -15.3% | -7.6% |
| 3M | -20.0% | -15.0% | -5.0% | -13.6% |
| 6M | +3.4% | +1.0% | +2.4% | +1.2% |
| YTD | -5.7% | -22.6% | +16.9% | +4.1% |
| 1Y | -1.4% | -18.2% | +16.8% | +5.2% |
| 3Y | +97.9% | +56.4% | +41.5% | +38.7% |
| 5Y | +22.9% | +29.6% | -6.6% | -9.7% |
| 10Y | +235.3% | +671.3% | -436.0% | -19.8% |
| All | +333.7% | +1,536.3% | -1,202.5% | -46.4% |
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