+772.2%
ICE vs KKR
+1,637.1%
-864.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -0.9% | -2.2% | +1.3% | -0.2% |
| 30D | +4.0% | +0.3% | +3.7% | +3.7% |
| 3M | +11.0% | +8.8% | +2.1% | +7.9% |
| 6M | -5.0% | +14.9% | -19.9% | -9.3% |
| YTD | -2.7% | -17.9% | +15.2% | +1.6% |
| 1Y | -8.6% | -23.7% | +15.1% | -3.0% |
| 3Y | +41.4% | +69.1% | -27.7% | +13.2% |
| 5Y | +39.9% | +72.6% | -32.7% | +7.4% |
| 10Y | +214.9% | +728.2% | -513.3% | +45.2% |
| All | +772.2% | +1,637.1% | -864.9% | +191.9% |
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 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