+22.0%
USB vs KKR
+26.6%
-4.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.2% |
| 7D | 0.0% | +2.2% | -2.2% | -0.9% |
| 30D | +5.8% | +7.6% | -1.8% | +2.7% |
| 3M | -6.0% | -6.5% | +0.5% | -4.0% |
| 6M | +7.8% | -3.9% | +11.7% | +8.4% |
| YTD | +14.6% | -23.9% | +38.5% | +25.1% |
| 1Y | +31.8% | -18.5% | +50.3% | +39.6% |
| 3Y | +91.5% | +65.8% | +25.7% | +43.0% |
| All | +22.0% | +26.6% | -4.5% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling