-29.8%
KKR vs NWSA
+3.0%
-32.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -6.2% | -2.8% | -3.4% | -4.9% |
| 30D | -8.9% | +3.0% | -11.9% | -10.0% |
| 3M | +6.3% | +12.3% | -6.0% | +0.2% |
| 6M | +16.5% | +21.9% | -5.4% | +4.2% |
| YTD | -20.3% | +13.6% | -33.8% | -24.5% |
| 1Y | -29.8% | +0.5% | -30.3% | -29.7% |
| All | -29.8% | +3.0% | -32.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling