+48.9%
MSFT vs KKR
+67.4%
-18.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -1.0% | -2.2% | +1.2% | -0.5% |
| 30D | -2.7% | +0.3% | -2.9% | -2.8% |
| 3M | +22.1% | +8.8% | +13.3% | +19.3% |
| 6M | +20.6% | +14.9% | +5.7% | +15.8% |
| YTD | +2.3% | -17.9% | +20.2% | +6.2% |
| 1Y | -0.5% | -23.7% | +23.1% | +4.7% |
| All | +48.9% | +67.4% | -18.5% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling