-13.7%
KKR vs INCY
+20.6%
-34.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.1% | +5.1% |
| 7D | +8.9% | +5.1% | +3.8% | +8.4% |
| 30D | +12.7% | +7.6% | +5.0% | +11.9% |
| 3M | -6.2% | +1.9% | -8.0% | -6.5% |
| 6M | -1.5% | +26.5% | -28.0% | -3.4% |
| YTD | -20.1% | +24.4% | -44.4% | -21.1% |
| 1Y | -13.7% | +19.4% | -33.1% | -14.8% |
| All | -13.7% | +20.6% | -34.3% | -14.8% |
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