+120.6%
IBM vs KKR
+72.2%
+48.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +4.9% | +3.7% |
| 7D | +3.6% | -2.2% | +5.8% | +4.0% |
| 30D | +1.5% | +0.3% | +1.3% | +1.4% |
| 3M | -12.9% | +8.8% | -21.7% | -14.8% |
| 6M | -3.9% | +14.9% | -18.8% | -7.0% |
| YTD | -17.3% | -17.9% | +0.5% | -14.5% |
| 1Y | -5.0% | -23.7% | +18.7% | -0.7% |
| 3Y | +78.2% | +69.1% | +9.2% | +58.7% |
| 5Y | +120.6% | +72.6% | +48.1% | +89.1% |
| All | +120.6% | +72.2% | +48.5% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling