+192.5%
JNJ vs KKR
+710.9%
-518.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -6.2% | +2.7% | -2.9% |
| 30D | +2.3% | -8.9% | +11.2% | +3.1% |
| 3M | +12.0% | +6.3% | +5.7% | +11.1% |
| 6M | +10.5% | +16.5% | -6.0% | +8.4% |
| YTD | +30.4% | -20.3% | +50.7% | +32.6% |
| 1Y | +52.1% | -29.8% | +81.9% | +56.6% |
| 3Y | +77.8% | +63.2% | +14.6% | +58.7% |
| 5Y | +82.9% | +68.0% | +14.9% | +58.1% |
| All | +192.5% | +710.9% | -518.4% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling