+994.8%
KKR vs IEFA
+209.0%
+785.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.9% |
| 7D | -8.1% | -2.4% | -5.7% | -5.1% |
| 30D | -9.1% | -2.1% | -7.0% | -6.5% |
| 3M | +6.4% | +5.5% | +0.8% | -0.7% |
| 6M | +12.6% | +8.1% | +4.4% | +1.1% |
| YTD | -20.4% | +11.9% | -32.3% | -31.8% |
| 1Y | -27.1% | +18.1% | -45.1% | -41.6% |
| 3Y | +63.8% | +65.5% | -1.6% | -14.1% |
| 5Y | +67.6% | +50.1% | +17.6% | +2.7% |
| 10Y | +702.6% | +144.2% | +558.4% | +187.7% |
| All | +994.8% | +209.0% | +785.8% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling