+73.0%
IBM vs KKR
+62.2%
+10.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.7% |
| 7D | -0.3% | -8.1% | +7.8% | +1.9% |
| 30D | -1.8% | -9.1% | +7.3% | +0.6% |
| 3M | -13.5% | +6.4% | -19.8% | -15.2% |
| 6M | -5.1% | +12.6% | -17.7% | -8.3% |
| YTD | -19.4% | -20.4% | +1.0% | -15.6% |
| 1Y | -6.5% | -27.1% | +20.5% | -0.7% |
| All | +73.0% | +62.2% | +10.8% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling