+15.5%
EWZ vs KKR
+1,697.8%
-1,682.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +6.5% | -0.9% | +7.4% | +6.8% |
| 30D | +4.8% | +2.2% | +2.7% | +3.6% |
| 3M | +9.9% | +13.1% | -3.2% | +4.1% |
| 6M | +1.9% | +15.3% | -13.3% | -4.6% |
| YTD | +20.3% | -15.0% | +35.3% | +25.0% |
| 1Y | +35.6% | -21.0% | +56.6% | +43.8% |
| 3Y | +43.4% | +76.7% | -33.3% | +2.4% |
| 5Y | +55.9% | +74.3% | -18.4% | +4.9% |
| 10Y | +84.2% | +753.7% | -669.6% | -39.8% |
| All | +15.5% | +1,697.8% | -1,682.3% | -73.0% |
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