+696.7%
KKR vs BWA
+156.8%
+540.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -6.2% | -1.3% | -4.9% | -5.6% |
| 30D | -8.9% | -2.9% | -5.9% | -7.8% |
| 3M | +6.3% | -10.7% | +17.0% | +11.5% |
| 6M | +16.5% | +26.5% | -10.0% | +0.9% |
| YTD | -20.3% | +49.1% | -69.4% | -38.4% |
| 1Y | -29.8% | +52.1% | -81.8% | -46.5% |
| 3Y | +63.2% | +72.6% | -9.4% | +12.3% |
| 5Y | +68.0% | +89.4% | -21.4% | +8.1% |
| All | +696.7% | +156.8% | +540.0% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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