+696.7%
KKR vs IRM
+440.8%
+255.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.8% |
| 7D | -6.2% | -1.4% | -4.7% | -5.5% |
| 30D | -8.9% | -7.4% | -1.5% | -5.6% |
| 3M | +6.3% | -7.4% | +13.6% | +9.6% |
| 6M | +16.5% | +8.7% | +7.8% | +10.5% |
| YTD | -20.3% | +40.9% | -61.2% | -33.8% |
| 1Y | -29.8% | +20.5% | -50.3% | -37.3% |
| 3Y | +63.2% | +101.7% | -38.5% | +11.2% |
| 5Y | +68.0% | +197.7% | -129.7% | -4.1% |
| All | +696.7% | +440.8% | +255.9% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling