+1,636.4%
KKR vs ITW
+790.5%
+845.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +6.3% | +6.0% | +0.2% | +1.0% |
| 6M | +16.5% | 0.0% | +16.5% | +15.2% |
| YTD | -20.3% | +10.2% | -30.5% | -28.0% |
| 1Y | -29.8% | +3.2% | -33.0% | -33.1% |
| 3Y | +63.2% | +21.0% | +42.2% | +36.8% |
| 5Y | +68.0% | +37.9% | +30.0% | +26.7% |
| 10Y | +704.3% | +193.2% | +511.1% | +208.3% |
| All | +1,636.4% | +790.5% | +845.9% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling