+1,549.9%
LLY vs KKR
+710.9%
+839.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.9% | -6.2% | +3.2% | -1.8% |
| 30D | -8.4% | -8.9% | +0.4% | -7.0% |
| 3M | -3.8% | +6.3% | -10.0% | -5.2% |
| 6M | +11.9% | +16.5% | -4.5% | +8.0% |
| YTD | +4.3% | -20.3% | +24.6% | +7.7% |
| 1Y | +48.5% | -29.8% | +78.2% | +56.5% |
| 3Y | +91.2% | +63.2% | +28.1% | +66.2% |
| 5Y | +387.5% | +68.0% | +319.5% | +308.7% |
| All | +1,549.9% | +710.9% | +839.0% | +911.4% |
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