+63.2%
KKR vs USHY
+27.0%
+36.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -6.2% | -0.7% | -5.5% | -3.2% |
| 30D | -8.9% | -0.7% | -8.2% | -5.9% |
| 3M | +6.3% | +0.1% | +6.2% | +6.5% |
| 6M | +16.5% | +1.8% | +14.7% | +8.6% |
| YTD | -20.3% | +1.8% | -22.0% | -25.3% |
| 1Y | -29.8% | +3.3% | -33.1% | -38.2% |
| 3Y | +63.2% | +27.0% | +36.2% | -25.7% |
| All | +63.2% | +27.0% | +36.1% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling