+1,688.1%
KKR vs INCY
+917.9%
+770.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.9% |
| 7D | -2.2% | -2.2% | 0.0% | -1.7% |
| 30D | +0.3% | +3.7% | -3.4% | -0.7% |
| 3M | +8.8% | +22.1% | -13.3% | +3.1% |
| 6M | +14.9% | +29.8% | -14.9% | +7.0% |
| YTD | -17.9% | +27.6% | -45.5% | -23.4% |
| 1Y | -23.7% | +47.2% | -70.9% | -31.6% |
| 3Y | +69.1% | +97.0% | -27.9% | +38.4% |
| 5Y | +72.6% | +73.4% | -0.8% | +45.0% |
| 10Y | +728.2% | +59.2% | +669.0% | +564.4% |
| All | +1,688.1% | +917.9% | +770.3% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling