+139.4%
IEMG vs KKR
+982.1%
-842.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.1% |
| 7D | -0.9% | -8.1% | +7.2% | +1.7% |
| 30D | +2.1% | -9.1% | +11.2% | +4.9% |
| 3M | +4.6% | +6.4% | -1.8% | +2.2% |
| 6M | +14.0% | +12.6% | +1.5% | +9.1% |
| YTD | +22.3% | -20.4% | +42.8% | +29.1% |
| 1Y | +30.7% | -27.1% | +57.7% | +40.8% |
| 3Y | +83.2% | +63.8% | +19.4% | +43.3% |
| 5Y | +47.0% | +67.6% | -20.6% | +9.2% |
| 10Y | +139.9% | +702.6% | -562.8% | +0.2% |
| All | +139.4% | +982.1% | -842.7% | -9.0% |
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