+878.4%
MSFT vs KKR
+710.9%
+167.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -0.8% | -6.2% | +5.4% | +1.7% |
| 30D | +0.8% | -8.9% | +9.7% | +4.5% |
| 3M | +27.2% | +6.3% | +20.9% | +23.6% |
| 6M | +22.9% | +16.5% | +6.5% | +14.5% |
| YTD | +3.1% | -20.3% | +23.4% | +10.8% |
| 1Y | -0.3% | -29.8% | +29.5% | +11.9% |
| 3Y | +50.1% | +63.2% | -13.1% | +8.8% |
| 5Y | +74.6% | +68.0% | +6.7% | +19.6% |
| All | +878.4% | +710.9% | +167.5% | +261.1% |
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