+696.7%
KKR vs NVS
+179.5%
+517.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -6.2% | -14.3% | +8.1% | +0.2% |
| 30D | -8.9% | -10.0% | +1.1% | -5.2% |
| 3M | +6.3% | -10.9% | +17.2% | +10.6% |
| 6M | +16.5% | -12.0% | +28.4% | +21.7% |
| YTD | -20.3% | +2.5% | -22.8% | -23.4% |
| 1Y | -29.8% | +10.7% | -40.5% | -35.4% |
| 3Y | +63.2% | +53.3% | +9.9% | +20.5% |
| 5Y | +68.0% | +93.6% | -25.6% | +3.4% |
| All | +696.7% | +179.5% | +517.2% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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