+14.8%
SPYM vs KKR
-12.5%
+27.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +0.7% |
| 7D | -0.7% | +8.9% | -9.6% | -2.1% |
| 30D | -1.1% | +12.7% | -13.7% | -3.1% |
| 3M | -0.3% | -6.2% | +5.8% | +0.6% |
| 6M | +7.3% | -1.5% | +8.9% | +7.2% |
| YTD | +13.4% | -20.1% | +33.4% | +16.7% |
| 1Y | +14.8% | -13.7% | +28.5% | +16.1% |
| All | +14.8% | -12.5% | +27.3% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling