+2,080.1%
LLY vs KKR
+670.8%
+1,409.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +6.7% | +1.6% | +5.1% | +6.4% |
| 30D | +19.6% | +14.5% | +5.0% | +16.7% |
| 3M | +19.7% | -15.0% | +34.7% | +23.1% |
| 6M | +42.7% | +1.0% | +41.7% | +41.6% |
| YTD | +35.1% | -22.6% | +57.8% | +40.1% |
| 1Y | +42.2% | -18.2% | +60.4% | +45.5% |
| 3Y | +140.8% | +56.4% | +84.4% | +110.8% |
| 5Y | +480.6% | +29.6% | +451.0% | +416.0% |
| All | +2,080.1% | +670.8% | +1,409.3% | +1,205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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