+569.7%
KKR vs W
+176.2%
+393.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -2.3% |
| 7D | -0.9% | -4.2% | +3.3% | -0.1% |
| 30D | +2.2% | -7.6% | +9.7% | +3.6% |
| 3M | +13.1% | +37.2% | -24.1% | +4.7% |
| 6M | +15.3% | +26.3% | -11.1% | +7.5% |
| YTD | -15.0% | -1.0% | -14.0% | -17.4% |
| 1Y | -21.0% | +20.1% | -41.1% | -27.0% |
| 3Y | +76.7% | +37.8% | +38.9% | +48.1% |
| 5Y | +74.3% | -63.7% | +138.0% | +60.1% |
| 10Y | +753.7% | +156.3% | +597.4% | +407.3% |
| All | +569.7% | +176.2% | +393.5% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 all: compounded portfolio wealth divided by compounded W 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…
all analysis · Full analysis span regression · 6 months rolling