+66.5%
KKR vs IEF
-9.5%
+76.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -6.2% | -1.3% | -4.8% | -5.7% |
| 30D | -8.9% | -1.7% | -7.1% | -8.2% |
| 3M | +6.3% | -2.5% | +8.8% | +7.3% |
| 6M | +16.5% | -3.3% | +19.7% | +17.9% |
| YTD | -20.3% | -2.8% | -17.4% | -19.5% |
| 1Y | -29.8% | -2.7% | -27.1% | -29.1% |
| 3Y | +63.2% | +8.9% | +54.3% | +55.2% |
| All | +66.5% | -9.5% | +76.0% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling