+696.7%
KKR vs IWF
+422.7%
+274.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.7% |
| 7D | -6.2% | -0.9% | -5.2% | -5.1% |
| 30D | -8.9% | -1.7% | -7.1% | -6.9% |
| 3M | +6.3% | +0.7% | +5.6% | +4.9% |
| 6M | +16.5% | +8.6% | +7.9% | +4.5% |
| YTD | -20.3% | +3.5% | -23.8% | -23.7% |
| 1Y | -29.8% | +7.0% | -36.8% | -35.8% |
| 3Y | +63.2% | +76.3% | -13.2% | -15.9% |
| 5Y | +68.0% | +74.8% | -6.8% | -10.8% |
| All | +696.7% | +422.7% | +274.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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