+38.2%
IWM vs KKR
+72.2%
-34.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | -1.1% | -2.2% | +1.1% | -0.3% |
| 30D | -3.1% | +0.3% | -3.4% | -3.5% |
| 3M | +2.2% | +8.8% | -6.6% | -1.8% |
| 6M | +15.1% | +14.9% | +0.2% | +7.4% |
| YTD | +18.6% | -17.9% | +36.4% | +26.1% |
| 1Y | +24.0% | -23.7% | +47.7% | +35.2% |
| 3Y | +63.7% | +69.1% | -5.3% | +19.6% |
| 5Y | +38.2% | +72.6% | -34.4% | -5.1% |
| All | +38.2% | +72.2% | -34.0% | -5.1% |
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