+695.1%
KKR vs IWD
+201.1%
+494.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.7% |
| 7D | -8.1% | -2.3% | -5.8% | -4.8% |
| 30D | -9.1% | -1.8% | -7.3% | -6.5% |
| 3M | +6.4% | +8.0% | -1.7% | -4.6% |
| 6M | +12.6% | +17.0% | -4.4% | -10.2% |
| YTD | -20.4% | +21.3% | -41.7% | -39.5% |
| 1Y | -27.1% | +27.9% | -55.0% | -48.5% |
| 3Y | +63.8% | +70.1% | -6.2% | -18.8% |
| 5Y | +67.6% | +74.2% | -6.6% | -15.6% |
| All | +695.1% | +201.1% | +494.0% | +110.8% |
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