-21.0%
KKR vs INCY
+45.3%
-66.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.8% |
| 7D | -0.9% | +1.9% | -2.8% | -1.0% |
| 30D | +2.2% | +5.8% | -3.6% | +1.7% |
| 3M | +13.1% | +25.2% | -12.1% | +10.6% |
| 6M | +15.3% | +28.2% | -13.0% | +12.2% |
| YTD | -15.0% | +28.3% | -43.3% | -17.1% |
| 1Y | -21.0% | +48.3% | -69.3% | -27.5% |
| All | -21.0% | +45.3% | -66.3% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 1y: compounded portfolio wealth divided by compounded INCY 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…
1y analysis · Full analysis span regression · 6 months rolling