+63.2%
KKR vs IEFA
+65.7%
-2.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -1.0% |
| 7D | -6.2% | -1.6% | -4.6% | -4.3% |
| 30D | -8.9% | -1.5% | -7.4% | -7.0% |
| 3M | +6.3% | +3.4% | +2.9% | +2.1% |
| 6M | +16.5% | +9.5% | +7.0% | +3.5% |
| YTD | -20.3% | +13.0% | -33.3% | -32.5% |
| 1Y | -29.8% | +18.0% | -47.8% | -44.0% |
| 3Y | +63.2% | +65.4% | -2.2% | -19.3% |
| All | +63.2% | +65.7% | -2.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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