+143.8%
IBM vs KKR
+710.9%
-567.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.6% | -6.2% | +9.7% | +5.5% |
| 30D | +3.1% | -8.9% | +12.0% | +5.8% |
| 3M | -10.8% | +6.3% | -17.1% | -12.8% |
| 6M | -0.8% | +16.5% | -17.3% | -5.6% |
| YTD | -16.2% | -20.3% | +4.1% | -11.2% |
| 1Y | -2.9% | -29.8% | +26.9% | +6.2% |
| 3Y | +79.8% | +63.2% | +16.7% | +46.7% |
| 5Y | +124.9% | +68.0% | +56.9% | +72.0% |
| All | +143.8% | +710.9% | -567.1% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling