+696.7%
KKR vs ITW
+194.8%
+501.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.7% |
| 7D | -6.2% | -0.7% | -5.4% | -5.6% |
| 30D | -8.9% | -8.3% | -0.5% | -2.3% |
| 3M | +6.3% | +6.0% | +0.2% | +1.1% |
| 6M | +16.5% | 0.0% | +16.5% | +15.2% |
| YTD | -20.3% | +10.2% | -30.5% | -27.9% |
| 1Y | -29.8% | +3.2% | -33.0% | -33.0% |
| 3Y | +63.2% | +21.0% | +42.2% | +37.3% |
| 5Y | +68.0% | +37.9% | +30.0% | +27.3% |
| All | +696.7% | +194.8% | +501.9% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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