+1,636.4%
KKR vs WYNN
+65.8%
+1,570.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -6.2% | -4.2% | -2.0% | -4.8% |
| 30D | -8.9% | -14.6% | +5.8% | -4.0% |
| 3M | +6.3% | -18.4% | +24.7% | +13.4% |
| 6M | +16.5% | -11.9% | +28.4% | +20.7% |
| YTD | -20.3% | -26.6% | +6.3% | -12.1% |
| 1Y | -29.8% | -28.5% | -1.3% | -22.6% |
| 3Y | +63.2% | -5.1% | +68.3% | +60.2% |
| 5Y | +68.0% | -10.5% | +78.5% | +61.0% |
| 10Y | +704.3% | +0.3% | +704.0% | +530.2% |
| All | +1,636.4% | +65.8% | +1,570.6% | +936.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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