+41.7%
ICE vs KKR
+64.7%
-23.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.4% | -6.2% | +3.8% | -0.9% |
| 30D | +4.0% | -8.9% | +12.9% | +6.3% |
| 3M | +13.7% | +6.3% | +7.4% | +11.6% |
| 6M | +0.9% | +16.5% | -15.5% | -3.4% |
| YTD | -2.1% | -20.3% | +18.1% | +2.5% |
| 1Y | -9.5% | -29.8% | +20.3% | -2.6% |
| 3Y | +42.1% | +63.2% | -21.1% | +14.9% |
| All | +41.7% | +64.7% | -23.0% | +8.9% |
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