+42.3%
KKR vs IOT
+54.1%
-11.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -6.2% | -4.5% | -1.6% | -5.1% |
| 30D | -8.9% | -2.4% | -6.4% | -8.4% |
| 3M | +6.3% | +19.0% | -12.7% | +0.5% |
| 6M | +16.5% | +19.6% | -3.2% | +8.7% |
| YTD | -20.3% | +8.3% | -28.5% | -24.5% |
| 1Y | -29.8% | -0.8% | -29.0% | -32.2% |
| 3Y | +63.2% | +24.4% | +38.8% | +42.8% |
| All | +42.3% | +54.1% | -11.8% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling