+696.7%
KKR vs HUM
+152.7%
+544.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.4% |
| 7D | -6.2% | +2.1% | -8.2% | -6.7% |
| 30D | -8.9% | +5.4% | -14.2% | -10.2% |
| 3M | +6.3% | +11.4% | -5.1% | +2.7% |
| 6M | +16.5% | +141.5% | -125.0% | -10.0% |
| YTD | -20.3% | +61.2% | -81.4% | -31.7% |
| 1Y | -29.8% | +49.2% | -78.9% | -39.0% |
| 3Y | +63.2% | -9.0% | +72.2% | +58.7% |
| 5Y | +68.0% | +7.2% | +60.8% | +45.5% |
| All | +696.7% | +152.7% | +544.0% | +408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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