+163.4%
JPM vs KKR
+62.5%
+100.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -0.7% | -6.2% | +5.5% | +1.3% |
| 30D | -2.5% | -8.9% | +6.4% | +0.3% |
| 3M | +14.1% | +6.3% | +7.9% | +11.3% |
| 6M | +25.1% | +16.5% | +8.6% | +17.7% |
| YTD | +12.1% | -20.3% | +32.4% | +19.3% |
| 1Y | +18.8% | -29.8% | +48.6% | +31.5% |
| 3Y | +163.4% | +63.2% | +100.2% | +132.2% |
| All | +163.4% | +62.5% | +100.9% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling