+696.7%
KKR vs IAG
+427.6%
+269.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -6.2% | -1.1% | -5.1% | -6.1% |
| 30D | -8.9% | +12.1% | -21.0% | -9.6% |
| 3M | +6.3% | +25.5% | -19.3% | +4.5% |
| 6M | +16.5% | -7.1% | +23.6% | +16.3% |
| YTD | -20.3% | +22.9% | -43.1% | -22.2% |
| 1Y | -29.8% | +83.3% | -113.1% | -33.6% |
| 3Y | +63.2% | +808.5% | -745.3% | +37.1% |
| 5Y | +68.0% | +838.0% | -770.0% | +37.2% |
| All | +696.7% | +427.6% | +269.1% | +568.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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