+696.7%
KKR vs WWD
+498.2%
+198.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.5% |
| 7D | -6.2% | -2.6% | -3.6% | -5.0% |
| 30D | -8.9% | -6.9% | -1.9% | -5.7% |
| 3M | +6.3% | -13.0% | +19.3% | +12.9% |
| 6M | +16.5% | -12.5% | +28.9% | +21.9% |
| YTD | -20.3% | +11.8% | -32.1% | -27.3% |
| 1Y | -29.8% | +41.1% | -70.8% | -44.0% |
| 3Y | +63.2% | +163.1% | -99.9% | -6.7% |
| 5Y | +68.0% | +187.6% | -119.7% | -10.0% |
| All | +696.7% | +498.2% | +198.5% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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