+666.8%
KKR vs IWD
+203.6%
+463.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.4% |
| 7D | -1.3% | -0.6% | -0.7% | -0.5% |
| 30D | +9.3% | +3.6% | +5.7% | +4.0% |
| 3M | -9.8% | +2.7% | -12.5% | -12.9% |
| 6M | +1.0% | +13.2% | -12.2% | -15.3% |
| YTD | -21.1% | +26.8% | -47.8% | -43.7% |
| 1Y | -17.0% | +29.3% | -46.2% | -42.3% |
| 3Y | +60.6% | +85.1% | -24.5% | -29.5% |
| 5Y | +33.6% | +74.2% | -40.6% | -33.5% |
| All | +666.8% | +203.6% | +463.2% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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